What files should i install?
 

In windows i always ran a .exe file to run a program. What files do I run in linux? Also, how do I save my files in different directories? Thanks in advanced.

you run files that are marked as executable. linux does not rely on systems as pathetically crude as a three letter extension for things such as that. system binaries will be kept in a "bin" directory 99/100 times. e.g /bin, /usr/bin, /usr/local/bin and so forth.

not sure what that has to do with installation though

Not looking for a fight or anything here (not just cuz I'd lose), but an on/off permission for 'executable' is not as fine-grained as .com, .exe and .bat distinctions which, at a glance, are marked executable and categorized into binaries and text-editable scripts - if I can call something as pathetically crude as a batch file a 'script'. One of the very few things I like about DOS/Win is the extensions. And the thing about them is that the concept is fundamentally compatible with Linux. I could *name* a file in Linux with an .exe extension and it would still have the same permissions and run the same, as long as I gave the right name at the prompt. And Linux does use extensions - just inconsistently. Like rc files, but without a '.' and conf files with a dot - and universal things like .html and .png have their extensions.

*ahem* Um. Save your files in different directories? You mean during/after an installation? You have to accept the defaults of the various package crap, I think (.rpm, etc.). Compiling from source, on the other hand, you need to edit the configuration scripts to point them elsewhere. If you're wanting to mimic Windows behavior, though, it's probably not the best idea to change the defaults. Linux usually makes more sense than the Windows way, despite my babble above.