first up Ubuntu 18.04

I am on Ubuntu 18.04 and am stuck trying to set it up (Xojo) put it on Downloads file and extracted it there. Opened it by clinking the .exe file and it opened but have not got it on the show applications. Does not show there and also will not stay on the gnome application start toolbar, although will when it is running.
It runs but is very slow in responses. Why does it not install in Ubuntu software app or for that matter on the terminal with apt-get commands?
Next is to try the https://www.maketecheasier.com/create-desktop-file-linux/ and see if i CAN make that work.
life should not be so hard!

just to let you know that I got it to work. Its on the start page works fine. Just had to do the correct commands.
this web page helped me get it together on Ubuntu 18.04
http://ubuntuhandbook.org/index.php/2018/09/pin-app-shortcut-desktop-ubuntu-18-04/
good luck. Peter