Package Managers allow users to install, upgrade and uninstall Packages from Software Repositories on GNU/Linux. Package Managers are akin to the "app stores" available on several other non-FLOSS platforms, though this feature in GNU/Linux predates "app stores" by several decades.
An example of a Package Manager is APT, which has several GUI front-ends, including Synaptic Package Manager. Another is yum, which also has GUI front-ends available, such as yumex (see previous link).
Using your distro's Package Manager is easier and more secure than installing software from other sources.