Hello Zi,
It depends a bit on what you want to do with it
Now you installed Ubuntu, you can forget (almost) about the fact you installed _linux_ on and not the Microsoft operating system.
The thing you have to learn now is "which program does fit my need, and how do I use it?".
By installing Ubuntu, you get the "Gnome desktop system" installed by default. It has a lot of applications which are able to do the the daily job for you.
I myself don’t like Gnome, but like KDE. There’s also a Kubuntu, which is just Ubuntu but with the KDE desktop system installed by default.
(K)Ubuntu is their for the user, and I’m just happy using it. If you are no geek, it’s just perfectly fine to use the Graphical user interface which I do the whole day ;-)
If you want to install software which is not available in your distro, it mostly means few persons are using it, and it’s rather new or unstable....
This means you have to compile it yourself, I think this is what davidm mentions...
But did you ever try to install a softwarepackage from source on Windows .. :-P
Anyway, Ubuntu comes with a package installer, so it’s just clicking on the piece of software you need, and it’s downloaded and installed over the net automatically and quickly!
Hardware should work out of the box, if it doesn’t work it’s either Windows specific hardware (like winmodems) or rather obscure hardware so it’s likely then it will never work on Linux.
This is something to take a bit care of, though another modem is only a few dollars....
If you have any questions on what software to use, feel free to ask, but I’m not a Gnome user so I can’t help you there.....
Best of luck,
Remon