Oh actually, looking at the Ubuntu installation docs, that doesn’t really seem to be much easier - that’s a disappointment :/
Although if you don’t mind running one terminal command (specifically, sudo add-apt-repository ppa:mozillacorp/mozillavpn), I think after that you should just be able to use the Ubuntu App Center to install software - which usually is the way to install software in Ubuntu, and works similar to app stores on phones.