How do I install anything on Kali Linux?

It is not installed by default, but is in the repository, so you can install it by typing apt-get install software-center. Once installed, you can access it from Applications > System Tools > Administration > Software Center.

How do I manually install a program in Linux?

The APT is the tool, commonly used to install packages, remotely from the software repository. In short it’s a simple command based tool that you use to install files/softwares. Complete command is apt-get and it’s the easiest way to install files/Softwares packages.