is NOT M$ product. But if really desired you can create your own Program Files and install your programs there.
Linux, however installs its programs, usually to /usr/bin or /usr/local/.... and so on
But Again, if desired anywhere you want to...Welcome to Open Source
Anwering the first post about -tar- and -rpm-
Usually -tar- are source tarballs which you untar and compile yourself with necessary dependancies
-rpm-, however already precompiled packages for RH, SuSE, and Mandrake...Selfextracting "zip" so to speak