You forgot 'reboot the PC', although that isn't a requirement as much as it used to be1) Open a web browser
2) Find the website of the software you want
3) Find the download page for that software
4) Download an installer
5) Run the installer
6) tell Windows that, yes, you want to run the program you told it to run
7) Click "next" or "continue" several times
8) Delete the installer
The reason I find things easier in Linux is that the software I need to perform a certain function is usually not installed on Windows. I have to go find one, hopefully a free one, that's not crippled shareware. And then I have to hope that it doesn't slip spyware on my machine.
Linux distributions include ALOT of software. Many of the programs I need are already installed. If not, it's usually a one-line command to install it like you pointed out. If you aren't comfortable with the command line, there are gui-tools to do the same.
Yes Linux has a learning curve, and that's what turns people off mostly