how to download programs from online

Ok. My dad bought me this mini laptop for Christmas and well, it has Ubuntu on it; which is great! I want to install www.furcadia.com on my computer, but it says I need to select an application or whatever to install it. I've read around the site and nothing seems to make sense to me. I even tried installing wine, which I think that's what I need. I added the third party source and the key and when it closed, it updated, but how do I retrieve that.. and I'm so confused. I just want to play furcadia. xD Thanks to anyone who helps me!