Windows programs, the .exe files, don't run here. Most popular apps have a Linux version, and many work in the web browser.
- Open Discover, the app store: its icon is in the dock. Or open Search (the Windows key), type Discover and tap it. Not there at all? See Add the app store.
- Search for the app's name. If it's there, click it, then Install.
- Not there? Search for the job instead, such as photo editor or video editor, and pick one of the results.