New to Macbook, how do I install programs?

I have had my new macbook air for three days now. Still getting use to coming from PC. One thing I am really confused on is the "apps" and the "app store" I have an iphone so I grasp the concept. I guess I am just wondering if you can download regular programs that are not on the app store... I know this is probably ignorant but Like I said this is my first Mac. Thank you for you assistance.

Check out this website; MacUpdate is a central repository for 3rd party software that’s not distributed through the App store. Unlike some other repositories it is a safe place from which to download software. In most, if not all, cases the download links are directly to the vendor or shareware author’s download website.
Most of the software you’ll download there (or elsewhere) is delivered and installed one of three ways:
the software is delivered as a disk image (extender: dmg) and when double clicked disk image will appear either on your desktop or in the Finder window’s sidebar. The program is inside the disk and is installed by dragging it to the Application folder. Usually, but not always, you’ll find an Application folder in the disk. It is an alias to your Application folder and you can drag the program onto it.
the software is delivered either as a disk image as above but the instead of an application to be dragged to the Application folder you’ll see that the file has the word “installer” in the name. Double-click the installer and follow the onscreen instructions to install the program.
sometimes you’ll download an archive (extender: zip). After double clicking it you might find a file with the dmg extender; if so treat it as either 1 or 2 above. However you might find a program instead. If so, drag it to your Applications folder. This 3rd option is becoming very rare.

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