In Linux things are added through the repositories. This is one stop shopping
for software. It is dead simple. You may be used to the Windows way which is to
search the internet.

You go to Add and Remove Programs in the Menu and Synaptic or Adept package
installer load. You are presented with a list of programs organized into
sections. You can browse them or you can search for them. You will find flash in
the list. It is not free open source so it is a restricted program and is
therefore not installed by default in Ubuntu. It is easy to add. You want
flashplugin-nonfree. You can also try gnash which is the open source version,
but it is not as good at present.

If you do it the Windows way, it will not work in Ubuntu because you need to use
sudo from the commandline or a package installer as superuser to install
programs, both of which require the root password. This is what gives Linux a
greater measure of security than people are used to with Windows. It may seem
strange at first, but it is much better than hunting for what you need on the
internet. Some programs can be found on the internet, but they are probably
already in the repositories, so look there first.