In regards to your problem of not being able to install anything, start by having a look at this thread in the pclinux-os forum
. It looks like the repository mirrors changed location and you may need to manually point APT to the new location. If you are still pointing to the wrong one, this could explain your 0 hits.
Normally, installing software is rather easy and with apt, amounts to either using a GUI tool or typing 'apt-get install <application>' from the command line. Of course this will need to be run with root level privilege, either as the root user or prefixing the command with sudo. You shouldn't have to download and install from source, unless you want to create a customized version of a program.
I do hope you get your problem resolved as I would hate for you to feel that you have to return to Windows, feeling Linux is too hard. It really isn't and it is generally a lot easier. Unfortunately, sometimes you do run into problems and they can be really frustrating and trying to solve them can be intimidating. Part of that may be that Linux generally tells you what is wrong, even if the error message seems like a bunch of nonsense. Fortunately, with the message, a search engine and / or a forum will more often than not achieve a fast resolution. Compare that to "that operation did not work, contact your system administrator" that is the default Windows response.