Linux newbie needs to install other software (wireless / WICD)

[Neil]

I have Simply Mepsis on my machine but the wireless is not working. I was hoping WICD would help but so far have only just downloaded it to a folder on my machine. No setup.exe. Ha ha ha. 
So, in the command window, how do I install this beast? 
Also looking for a Linux user in the Burlington, MA or East Cambridge area who can show me around Linux. 
Thanks!
Neil