Issues with installing Software

So i just started using Linux (Bazzite) a few days ago. I am still learning how to operate it. I do know that you have to use the terminal not like in Windows or Mac to install software. But it just does not work. I want to install AMD Adenaline but when i type in "ujust" and the name of the file it sais it can't find it. What can i do ?:bazzite:
Thank you for the help