sudo synaptic for a graphical package manager.

Otherwise, just use sudo apt-get if the program you want isn't there, you may need to download the source and compile it yourself

People here saying you can just download and run the .deb just like the .exe

Aren't you forgetting the "add +x permission" step?

Not specific to Mullvad, but you can use flatpak or your distro's package manager (probably apt) to install programs, On Ubuntu, you can open the software program and search the programs to install it, that should be the first thing to do when you want to install something rather than going to the website.

my tactic if the site looks trustworthy is always:

• find the explanation for the distribution I use
• ignore literally all the text
• just copy paste and execute everything that looks like a command in order in the terminal works like 8/10 times