Trying to install VPN and these are the instructions Mullvad is giving me. This is ridiculous. There must be a more simple way. I know how to follow the instructions but I have no idea what I'm doing here. Can't I just download a file and install it? I'm on Ubuntu.
Yes, it is. You can achieve the same usung GUI of course, but this would be more difficult to describe because there are multiple GUIs and they change with new distro versions.
This is more convenient than "downloading and intalling" a file because you don't have to track updates manually, the package manager will do this for you. You have to read something about what package manager is and how does it work. It is the main concept of all linux distros except LFS.