[all variants] Where do I install downloaded programs?

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http://ubuntuforums.org – Hello, I am very new to Linux in general. I have downloaded a program from the browser since this program cannot be downloaded with apt-get. The program is the Arduino IDE. You download this as a .tgz file. I extracted the contents of the file and I can rune the program without any problem. However I extracted the contents in my Download folder. I would like to know where should such programs be placed? For example in Windows I would place this folder containing the program inside Program Files. In Linux where do I put the folder containing the program files? (Hardware)