Yes, at the command prompt or in the run dialogue....
Because you can do either.
The fun way, however, it to open a terminal
Menu> Accessories> Terminal Emulator or typing
<ctrl><alt><t> at the same time.
When the terminal opens you would enter that command.
But a first time user on a new system needs to update the list of available packages...first
Code:
sudo apt-get update
or, yet a third way,
Menu> Preferences> Package Manager and do it all there. It's just called "Reload" rather than update. But with reload/update you only need to do it once, and then whenever you feel guilty.
After the "reload" close and restart the application to have the handy "Quick Find" (to find adobe-flashplugin) that doesn't exist on the first run. Go crazy.