First of all, if you can, use Synaptic (or similar) program to install the program, and only if you can't find it in any of the reposities, then download the .deb file manually. This is because when you manually install the deb file you usually can't resolve dependencies at the same time unless you manually download everything needed. Synaptic (and alike) are meant to be used to install packages from the reposities only; if you really wanted to install the local package with Synaptic, for example, you would need to create a local reposity (that is on your own harddisk), put that .deb file there and configure Synaptic so that it found the .deb file there and after that could resolve the dependencies. The other way around is to use dpkg, which doesn't get you the depending packages automatically, just tells if dependencies are not met.
Adding new reposities to apt (Synaptic is a front-end for apt-get) is explained on the web, but basically you just open (for example) Synaptic and from the menu open the reposity managing tool and use that.