Suppose I have no prior experience withe Linux or the command line. Please explain to me, in simple terms, how to download, install, and run a program.
That depends on the kind of program you're referring to. If you mean something like DF, you'd download it and place it anywhere to run it. If you have a distro with a relatively user-friendly window manager, there's really no noticeable difference between Linux and other operating systems in this regard.
If you're referring to
libraries or
command-line tools, those are installed through a package manager. For example, running "sudo apt-get install libsdl" from a command line will install "libsdl" (or SDL). I personally prefer using the command line, but several distros, including Ubuntu, have graphical programs to accomplish the same thing, similar to the Windows/Mac app store.
Edit: To clarify, this second part refers to libraries or command-line tools (which would often be used from the command line in any case), not typical GUI programs. I wasn't sure what was meant by "program", since previous discussions seemed to be using "program" and "library" interchangeably, but a program with a GUI is usually easy to install if you're using a distro like Ubuntu, Fedora, etc..