If you want to install any software, first download it.
For example, let's install Visual Studio Code for our Ubuntu.

Let's go to Download Page for Visual Studio Code

Download the .deb file

After downloading the file, check where the files is. For me, it is in the Downloads folder.
Now, go to your terminal and go into the Download folder using cd command

then check it the .deb file is there using lscommand.
Then download using the command sudo dpkg -i <your file name>

Done!

Now use Visual Studio Code !