I mean like Slackware (I assume that you are using it in regard to your release number), ubuntu, RHEL or whatever distro you use at that time. There is no "one Linux", there are more than 600 different distros out there, and not all function the same.
Slackware, for example, is rather known for being not very newbie-friendly, because you have a steep learning curve. If you want to begin with something more newbie friendly I would recommend to go for Linux Mint, simplyMepis or PCLinuxOS.
To your question: Slackware 13.37 has two ways of managing packages that are in the repository or available in (somewhat) third-party repositories, like the ones from AlienBob or rworkman. The first one is the standard set of Slackware tools that was also available in older versions, like pkgtool, installpkg and removepkg. The second one is slackpkg, which works more like the package manager of other distributions. Keep in mind that you won't have dependency-resolution with both methods. You can get more info about them in the excellent Slackbook
in chapter 17.
For software not available in the standard repo you should also have a look at Slackbuilds.org
and the sbopkg