You don't understand how archives work and are trying to run a program with many files from an archive before first extracting it to a folder in your filesystem.
You could have taken this time spent blaming Linux and used it to google around a little bit and learn something new. I recommend learning a bit about how your filesystem works and why it can't find linked files from within an archive. This is essential computing knowledge.
The fact that you are not aware that Ubuntu comes with a software package manager means you are still inexperienced and should not blame the system until you have spent more time with it.
You similarly shouldn't blame a car for bad UX because you have to take a class and multiple exams before understanding how to use it?