You don't need to install it via the terminal. If you've got the RPM file itself, I think Ubuntu has a graphical RPM installer. If it doesn't, I don't have much time here so I can't give you every step, but go to the terminal and enter in
for instructions, which you should be okay at following yourself.
If it's still in an archive you can just right-click to choose the extract option and then try everything above. There's nothing wrong with the option you chose, it just means it permanently keeps it on you hard drive for you to execute the file instead of throwing it on a cache and executing it immediately after it's done downloading. The latter feature is really only handy for media files you won't need afterwards (and for the sake of safety is not something you should do with an executable file).
