I use Mepis, which is now based upon (K)Ubuntu, so this should still work.
Assuming that frostwire is in the default repositories, type the following from a terminal:
apt-get install frostwire
Typing 'which frostwire' should tell you where frostwire is now installed:
(you type in) which frostwire
(the terminal replies) /usr/bin/frostwire <---- Just an example
At this point, frostwire is installed. If typing 'which frostwire' did not return an error, you can launch frostwire by simply typing 'frostwire' in a terminal. It may or may not work depending upon which version of Java you have installed. That problem, however, I will have to leave to someone else...or Google.