This is your fundamental problem, and is why you're struggling. And why you're trying to download random files from the Internet, and why you think you need to poke around in the filesystem.
Many Windows users find it very uncomfortable to discover that they only know about Windows, rather than computing as a whole, and that all their instincts are wrong. All the people that have successfully switched to Linux from Windows have got over that hump, but there are plenty of people that are unable to expand their knowledge, or to understand that Linux isn't Windows. If you still expect Linux to be Windows, but not from Microsoft I can tell you right now that it isn't, and won't ever be. If you want to successfully use Linux then you need to stop doing Windows things; if you want to do Windows things you should do them on Windows.
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