Most of the software you'll want to install will be available from online repositories using a package manager. For now it's probably easiest to use the graphical version, which is Adept in Kubuntu I think. This should be in your menu somewhere. You'll need to do a little bit of configuration to enable all the repositories you might want. There's probably a way to do this through Adept, but if not it can be done by editing a text file at /etc/apt/sources.lst
The cd for your wireless card will almost certainly just include the windows drivers. As was said earlier wireless for linux can be a bit tricky, but someone can probably help if you tell us what kind of wireless card you have.
A good reference for getting some things setup with ubuntu is ubuntuguide.org
It will have a lot of instructions for some of the most common setup issues.