Different versions of Linux have taken the idea of packages and expanded on it. Several different package formats are available, but the Red Hat format is probably the most common. There are several programs for the installation of software in the RPM format. Of these, the Red Hat Package Manager (rpm) is what I generally use. Two other package management tools that provide GUIs include glint and gnorpm.
First, download the package in question. Then, to install a package, call rpm with the options -ivh and the name of the package. If all goes well, that is all there is to it. You can use the -e option to remove a package.
A variety of packages come with many Linux distributions. Numerous sites on the Web offer extensive collections of Linux software in RPM format. If you are using Red Hat Linux, try http://www.redhat.com. Many of the repositories will provide you with a list of dependencies, which you'll need to install first.