I think you're missing something fundamental about Ubuntu which has been hinted at but not fully spelled out here:
You should not be installing anything by downloading it then installing it as you would Windows*. At best this is inefficient and at worst downright damaging to your system stability. What you should be doing instead is going to the Software Center and finding things like VLC in there and telling it to install them for you. This is because in most Linux distributions there are servers called "repositories" where software is stored specifically for your Linux distribution (in this case Ubuntu) to be installed with something called a package manager, to which Software Centre is just one front end.
https://apps.ubuntu.com/cat/applicat...ftware-center/
When you're used to things a bit more you might want to do what some of the commenters on the linked to page do and install synaptic and use that instead but let's take things one step at a time.
*This is aimed at an Ubuntu beginner before some Arch, Slackware or LFS user comes along and says they don't work like this.