How to open a Linux program I downloaded.

I am new to Linux. I recently downloaded a program (FLDIGI) and tried to install and run it. It seemed to install OK, but when I click the icon to open it nothing happens.

Is there something in Linux I don't know about that I need to open a Linux based program?

Which distro are you using?

I assume this is the program you're talking about? Which of those options did you download? Or how did you install it?

I am using Ubuntu.

Thanks!

And how did you install it?

This would be the preferred method.
Launchpad Install

I found the terminal window and typed in the first line and hit enter. After that it asked for a password and I couldn't put the other command lines in. What do I need to do to get all the command lines in?

In the terminal window, switch to the root user with this command: sudo su -
Make sure to include the dash at the end, so you get a root login shell. The prompt should have a #. Now you can enter all the commands without using "sudo" before each of them.

And just to note, the password it asked for would be your user password.