As a Linux user, file suffixes are a funny concept. .exe tells the Windows kernel that it's an executable file. Linux, as Unix OSes, have three types of actions and three types of users for file permissions. Actions are: readable, writable and executable. Users are: user, group and others. This alone makes the system inherently more secure. Also, the package manager is your best friend. You should always install your programs that way unless you're comfortable compiling programs from source. If you download programs from the Internet, .deb packages should install fine on Ubuntu, Mint, Pop! OS, and of course Debian and .rpm packages should work with SUSE, Red Hat and Fedora(not 100% sure). Anyway, enjoy the switch!