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but it's a bit of a culture shock from having used Windows for that last 10 years!!!
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You bet, most of us have gone through that. It is worth the journey to be free of windbloze though.
O.K. let me see if I can help. Software for linux systems can come to you in several different formats. What you do depends on the software you go find. A package can be source code only. This will not run on your system directly. You have to compile it first. This will create the binary files that will run on your system. There are several programs you need to install first, in order to compile the code. Generally called the 'development packages'. This is the most difficult way for a new user to start out. There are a bunch of skills required. I would suggest you look for some tutorials on compiling your own software. If you go this way, be prepared for a long learning curve. It can be done. The benefit is you can modify the original source code, if you want, and change the program behavior.
The large distros like Suse have package managers. Yast is the one for Suse. There are online repositories that house the packages. A package is the program you want, and all the pre-req's for your system. This is no small task to find out the pre-req's. You will need to configure Yast so it knows which repos to get the packages from. Once that is done, you download, and install with Yast.
The third way is to download a package, from where ever on the internet. It might work, it might not. This type of download could be binary, or source. You need to look at the files to know. There is usually a 'readme' to guide you, or information on the web site on how to install. The problem here is pre-req's. There is no checking. You have to do the checking. It can be confusing, since there are many versions of each package.
So, where does that leave you? I suggest you use Yast to get started. Suse is popular, and has lots of packages, with the pre-req's well known.
With that said, I don't use Suse, and never have. I use Mandriva, its package manager is called URPMI. Similar, but not the same. So I can not direct you on Yast.
I hope this gives you an overview of the ways to install. BTW, I do occasionally download some programs the I trust, and install without URPMI. An example is Firefox. The instructions on how to install can be found on the same servers the code is on. There are not any pre-req's missing, so it works well enough. The versions available from URMPI are behind what is available from Mozilla. Flashplayer is another.
