One of the very first tools to learn is the Package Manager. In the menus, you will find an entry which is something like "Install software" or "Add/remove Programs" As already suggested, RHEL is a paid distribution, so you have to have a licensed copy to use this feature.
CentOS is a (legal) free clone of RHEL.
For other versions of Linux, take a look at
http://distrowatch.com
And---welcome to LQ!!