I think if you read through this you have pretty much everything you asked about. As for understanding what these sorts of commands do in the future I think ChatGPT is actually really useful for stuff like this with good documentation. Just ask what the commands do and it is usually quite helpful. Someone already said it but you have to want to learn this. If you want something easy to use and you don’t have to learn buy a Mac, you want great software compatibility buy a windows pc. If you want something that is more private and a community effort use Linux but unless you are using steam os on a steam deck it is not even close to being as user friendly as the others. I hope this changes but the current goals and mindsets of people in this community will prevent Linux from becoming easy to use and in the case of steam os you just need lots of money to make it an easy experience. There are a million other reasons that Linux’s current state is this way but this is the gist.
Linux
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Linux is a family of open source Unix-like operating systems based on the Linux kernel, an operating system kernel first released on September 17, 1991 by Linus Torvalds. Linux is typically packaged in a Linux distribution (or distro for short).
Distributions include the Linux kernel and supporting system software and libraries, many of which are provided by the GNU Project. Many Linux distributions use the word "Linux" in their name, but the Free Software Foundation uses the name GNU/Linux to emphasize the importance of GNU software, causing some controversy.
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What distro are you running? I think you should be able to just find the app in the app store.
If not, the webside includes the download link literally in the first paragraph: https://mullvad.net/en/download/vpn/linux
Just download and double click the package, that should bring up your app store, and then click install you will be fine.
Not at my computer, but you might check if there is a snap or flatpak
People here saying you can just download and run the .deb just like the .exe
Aren't you forgetting the "add +x permission" step?
A deb file will "run" in the package manager process space, it doesn't need to be executable on its own