If you want to check out a new piece of software in Windows, you'll need to:
Whew, that's a lot of work to just try out something new!
With Linux, everything is much simpler. Linux has what is called a "package manager": each piece of software is contained in its own "package". If you need some new software, just open the package manager, type a few keywords, choose which software you want to install and press "Apply" or "OK". Or you can just browse existing software (that's a lot of choice!) in categories.
So one: no more surfing. Two: no more downloading and installing software yourself. Three: more time to actually try out the software.