I got the linux version of Dev- C++ and now wat do i do??? can somebody help men....actually if it is possible can u tell men the common thing u have to do to install a program?? like in PC u double click the .exe file....how bout in linux??

Dev-C++ is a Windows program, so you'll need mingw to run it. Which distro are you using? And what kind of file is your package, i.e. a .deb, .rpm, .tar, etc.

Most distros have thier own package manager. Most people use thier package manager to get thier program for them. While you can install stuff on your own, its not as common. A lot of people compile and install programs from source when its not in thier package manager. So there are many ways to do it.

Not to discourage use, but there are tons of great free C++ IDEs made for Linux that won't require emulation. Your best bet is to use one of those. I used Dev-C++ when I used Windows and it took me a while to switch, but there really are just as nice IDEs made for Linux. Here's a sample:
Eclipse
Anjuta
KDevelop
Geany (really similar to Dev IMO)

If you don't need a full IDE, all you really need is just an editor, then I recomend:
vim/gvim
emacs

Where did you get it from? I saw that you could get it for Linux but could not find the place to download it. Anyway what does the file end in. .rpm .deb or .tar.gz The installation of the file will depend on that and what distro you are using.

GVIM or VIM all the way. IDE's really bother me. They hide too much from the user. You are better off doing it by hand.