Unpopular Opinion

Installing applications can be done in a few ways, typically you'll just download from your OS's software store. Ubuntu does sometimes require that you add new repositories, but to avoid that you can always give something like flatpak or appimage versions of the software you want a try. Appimages are similar to .exe files, you can just download them from the software's website - and you can get flatpak applications from flathub.org. The main downside with these is they come with all the stuff they depend on, so they tend to be a bigger file size, they can be a little slower but honestly it's barely noticable. I rarely use appimages because they won't show up in your desktop environment's application list by default and it can be a pain to set them up to show. A good default way to go is Software store -> Flatpak -> Appimage -> then finally if none of that works you could do it manually, but I don't recommend that. Ubuntu's software store tends to be behind on updates because as a distribution it's focused on stability. Once you're used to it, there's a lot of advantages to using a centralized software store instead of downloading .exe files off websites. Either way, don't let some growing pains totally discourage you! Not every distribution provides the same experience, and there's a lot of options out there!