How do I run an application once installed?

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http://askubuntu.com – I have just downloaded three programs, including Audacity from the Software Center, and, while they are listed in my 'downloads' folder, I don't see how to open and run them. When I write click "open", all I get is read-only files like ".exe." The Software Center also says "installed". No icon has appeared for Audacity. Suggestions? thanks. (HowTos)