learning the package manager is definitely the first step (#1).
What happens next depends very much on what software you want vs. what is available using your particular distro.
When you discover something that you cannot get thru your package manager (from a repository), then there are three more levels:
2. Find a package in the right format, download it, and feed it to your package manager.
3. Download the SW as a pre-compilied binary and install it using a script that will be supplied with it.
4. Download the SW source code and install from that.
Methods 1 and 2 are pretty much automatic
For # 3 and 4, there will typically be a "README" file to give you the details on how to install.
For 2, 3 and 4, you will often get the file in a *tar.gz or similar compressed format. In all 3 cases, you will have to extract the files before proceding. For *tar.gz, you would run "tar -xvf <filename>"