Unixes like GNU/Linux systems, being multi-user-oriented since the beginning of
time, put great effort into applying principles of least privilege.
Thus, any command/program you run is being run with normal user's privileges
(yours, respectfully).
If you want to make system-wide changes (like installing/removing software or
writing into files anywhere out of your home directory, /home/<your username>),
then you need to run the commands as superuser (user root).
One way to do that is to put the command sudo before any command you
would like to run with superuser privileges. E.g., if you wanted to run the program
Synaptic (a package manager) as root, you can run it from the command line with:
sudo synaptic.
See the Ubuntu's help page on sudo for more information.