In distributions of GNU/Linux, software programs come in packages.
Your distribution vendor, particularly the individual contributors and
maintaners, precompiled the software into packages which are ready
to be installed by you with but a simple click. The online repositories
of vendor-supplied packages are called, conveniently, repositories.
You can manage the set of installed packages (e.g. install or remove
software) with various package manager front-ends, the most common
of which are: (terminal, command line front-ends) apt-get, aptitude,
yum, cupt, or (GUI, windowed front-ends) synaptic, software-center,
and various "app stores".
When looking for a new piece of software, say you wanted to install the
VLC media player, always first check if the software is available to
be installed from the repositories, e.g. using any of the front-ends,
install the vlc package.