Welcome to LQ!!
The default method for SW installation should always be the package manager (Adept or Synaptic). If something is not available there, then there are at least three common methods:
package (eg .rpm, .deb)
install script
compile from source
If the software is written for Windows, then you can often (but not always), get it working with WINE.
In general, don't assume that you can just copy files from other partitions.
If you tell us the specific software / filename, we can give more specific help.
Note: Linux doesn't use drive letters (C, E, etc.) Partitions will show up as /dev/sda1, /dev/hda2, etc.
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