Welcome to LQ!
Linux uses package managers to check for dependancies and install packages. You don't have to search separate sites as you might have to with Windows. For example, Ubuntu has both a Software Centre where you can look for applications and install or there is also the Synaptic Package manager.
Other distributions work in a similar fashion but will probably have their own package manager dependant on package type; RPMs or DEBs.
Please let us know which Linux distribution you're using and we can be more precise.
OK, OK, so I didn't pay enough attention to your ID sidebar... You're using Fedora which uses YUM as a package manager. I've not got any experience with YUM which is a command line Package Manager and Updater. I believe there are GUIs available for it as well if you're so inclined.