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1. Like Windows, we can see where the program has been saved/installed or we can choose the location to save it. Is this possible in Linux and if so then how.
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Yes you can choose where the downloaded program can be saved, depending on what program you used for download.
You don't need choose where the program is installed normally, let Linux do it for you, because it normally never messes you system ... But yes, you can choose it and modify your Path. As you are very new to Linux, don't do it now ;-)
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2. How do I uninstall programs (like Add/Remove Programs in Windows).
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Many ways, using (as root), the rpm prgram (rpm -e application)
Try better to download and install the synaptic program, which one will help you to remove/upgrade/install the program.
http://shrike.freshrpms.net/
You will find here the synaptic rpm and the apt rpm.
Download both and install them together using rpm -ivh synaptic....rpm apt....rpm (using their exact name, and root of course)
As you have a lot to learn, please take some time to read one of the many manuals on Internet ... ;-)
Hope this helps.
Philippe