For Linux there are several different packages which you can use to install the IOTA GUI. Most prominently Debian, RedHat, the tar files as well as the newly provided AppImages.. Download your preferable package for your OS and then follow the simple installation instructions.
Once you've downloaded the package, go to the Download folder and doubeclick on the package.
After that you'll be taken to the Ubuntu Software Center. Proceed the installation process by clicking on "Install".
If asked for authentication, enter your password.
Once completed, you should see that the IOTA wallet was successfully installed.
Now you should have it in your Applications folder.