Yeah no, generally you just copypaste the software website's instructions. Many programs can be installed through the app store (or equivalent install commands) but a lot of aoftware you just gotta copypaste the code. Many also just provide an inataller.
The meme about linux software being much easier to install is true in some cases, but mostly bullshit. even if its just sudo apt install vlc you generally still want to check the website to make sure its the best way, or you end ip with an out of date version.

Updating software on linux is better pretty much automatic without annoying popups most of the time though.

This post is proof that Linux desktop isn’t as good, perfect and polished as everyone says it is. Stop living in the delusion.

Change your distribution to MX Linux and use MX Package Installer there. Select Mullvad VPN from "Popular Apps" tab there and MXPI will do all these steps for you.

That's what I hated as a beginner on debian/ubuntu as well. On fedora it's straight forward. Adding repo and then isntalling the app.

This is a troll, clearly. Purge this guy.