There are many many many different ways to install programs..
but dont worry, any linux porgram can be installed on any linux distro.
the first, and most basic is to compile it yourself.. this generally works like so..
//extract the source code and cd into it
tar -xjf sourcecode.tar.gz
//configure the program
./configure (with options if you choose)
//compile the program
//install the program
anouther way is the binary package, like RPM, or DEB or slackware packages. the advantage of binary packages is.. 1) dependency's are automatically calculated, and you are instructed to install missing dependency's if they exist. 2) compiling large programs like firefox web browser can take hours, but only seconds on a pre-compiled binary package
binary packages are installed with installers that come with your distro.
and then there's the Gentoo method.
i believe gentoo is the most advanced linux distro, if you want ot install somthing.. almost ANY linux program (ive not found asingle program that cannot be installed the gentoo way)
where program is the name of the program you want to install... it can be quake, unreal tournament2004, OpenOffice, KDE, ANYTHING.
and gentoo will automatically download the program, and all its dependency's, ocmile, and install them... but the down side is there are very few pre-compiled binary's, everything is compiled,,, which produces a lightning fast distro' but quuite hard to install to start with... Gentoo does not have an install CD like almost every other distro.