I'm new to linux and don't know how to install an application?

Hi, I am very new to linux and am still getting a hold of things. I tried installing proton vpn but i keep getting an error message in my terminal. I followed the steps stated on the protonvpn website for fedora ( specifically the codes under number 1,2, and "if you dont have protonvpn installed") but keep getting a certificate error? Does anyone know why this happens? I would appreciate the help!