Many, perhaps even most, installation guides for software use commands because the graphical alternatives can vary wildly between desktops and distributions. So using commands in guides is usually the more likely to work.

That said, what Mullvad does is stupid. The downloadable deb and rpm files should just initialize the update repository. That is what Google does with their Chrome download. Basically download the file, double click on it, confirm installation. That's it. Users don't need to do that manually for Chrome.

Luckily, there are only a few cases remain for this type of installation. Most regular things should be either in your distribution's regular repository or on Flathub.

Download the .deb from their downloads page and run it, just like you would either a .exe on Windows. Their instructions list that as an option further down on the page. Should be higher up imo

Asking why something is the way it is makes you more of a “Linux user” than many.

You make a valid criticism; there’s definitely a learning curve to installing software if you choose to do it that way (since it’s not similar to other OSs), and it’s not automatically explained to new users by using the OS.

Here’s the understanding of it I’ve come to, if you’re interested:

Like others have said, the .deb file would be the equivalent of an .exe file on Windows. Like many .exe files, unless they include an auto-updater, they won’t automatically update.

A key difference I would like to point out is that Linux package managers often update and manage parts of the OS in addition to extra software. Windows and macOS both update their OS separately.

“Ubuntu Software Center” is similar to the “Microsoft Store” on Windows and the “App Store” on macOS. Like those, it’s user friendly and provides automatic updates, but it also doesn’t have every app. You can ensure those apps are safe because the company behind the OS verifies them.

“apt-get” is the default package manager for Ubuntu. That is the tool doing the heavy lifting underneath, and what those commands Mullvad gave are for.

Mullvad could have provided a script to download and run that executes those commands for you, but then you wouldn’t know what it’s doing, especially with it needing admin permission. With how security-oriented Mullvad’s brand is, I think that’s one potential reason they explain the steps and have the user do it instead.

I think if you read through this you have pretty much everything you asked about. As for understanding what these sorts of commands do in the future I think ChatGPT is actually really useful for stuff like this with good documentation. Just ask what the commands do and it is usually quite helpful. Someone already said it but you have to want to learn this. If you want something easy to use and you don’t have to learn buy a Mac, you want great software compatibility buy a windows pc. If you want something that is more private and a community effort use Linux but unless you are using steam os on a steam deck it is not even close to being as user friendly as the others. I hope this changes but the current goals and mindsets of people in this community will prevent Linux from becoming easy to use and in the case of steam os you just need lots of money to make it an easy experience. There are a million other reasons that Linux’s current state is this way but this is the gist.

Normally you'd just run sudo apt install ... but in this case you are adding a new repository so you have to follow the extra steps of adding the signing key and so on first.

sudo synaptic for a graphical package manager.

Otherwise, just use sudo apt-get if the program you want isn't there, you may need to download the source and compile it yourself

Not at my computer, but you might check if there is a snap or flatpak

https://mullvad.net/en/download/vpn/linux

Download the .deb