The default package manager for the 12.04 version of Ubuntu is called "Software Center". You should be able to find it in the main menu (with all the other apps). In the software center, you can search for anything that you want to install (games, applications, libraries, etc.) and install it. That's the purpose of a package manager like Software Center or Synaptic.
For mp4 codecs, you need to install the package called ubuntu-restricted-extras (you can search for it in the software center). You can also install it by running the following command in the terminal:
$ sudo apt-get install ubuntu-restricted-extras
If you want to have Synaptic Package Manager, which is what Ubuntu used to have as its default package manager (before Software Center), you can also install it:
$ sudo apt-get install synaptic
And you should then be able to find it in the main menu along with the other apps.
The same goes for Software Center, in case it didn't install it by default (it should have):
$ sudo apt-get install software-center
For playing videos, it might be hard to make sure you have all the codecs for all the formats, what I find easiest is to just install VLC, because it will pull, along with it, pretty much all codecs (except those in ubuntu-restricted-extras), so you can install VLC:
$ sudo apt-get install vlc
As you can see from the above, the apt-get install command is a very quick and easy way to get things installed, I often prefer it to pulling up the package manager and doing all that pointing and clicking.
mike_2000_17
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Just switch to Linux-Mint ;)
All the above was done for you.
naphets
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