If you are downloading software from various sources and NOT from your distribution's repository, or something in your sources.list, the package manager doesn't know anything about it, so it can't help you.
You can try to locate a Ubuntu (or Debian) based repository that has the software you want, add this to your sources.list and then install it using synaptic, OR, refer to the installation instructions that came with the software you downloaded. The installation procedure will depend on how the software was distributed.
To the extent possible, I'd stick with downloading packages from Ubuntu repositories unless there is just no other option.
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