In Ubuntu/Debian Linux programs are installed via debian packages. These packages have a .deb extension and install by double clicking just like in Windows.
99% of the time you will not download and install a program from browsing the internet like you would in Windows. In Ubuntu everything you need is located in the Synaptic Package Manager. To get to it go to Setting -> Administration -> Synaptic Package Manger
From there you can search for kmymoney. I have already ran the search and the package name is: kmymoney2. Just right click and select "install". Then click "apply".
The Synaptic Package Manager will download the program for you and install it.
Some extra reading: https://help.ubuntu....y/SynapticHowto
Don't be overwhelmed with that article, it contains a lot more information than you need.