The closest thing Microsoft Windows has to a package manager is software deployment through group policy, which is only available in an active directory domain. It provides for a central place to both push out software to groups of computers and users, and allows users to install packages for which they have been assigned privileges. The latter I have not seen implemented by any Linux distribution yet. It is a case of having the privilege to install any software, or none at all. In comparison, Linux distributions provide a multitude of different software which are often well-maintained. If you want to go outside what is provided by the repositories available for your distribution though, it is not quite so easy. If you are lucky, the software vendor has provided a binary package that is compatible with your distribution (taking into account the package manager, architecture, sound system, desktop environment, libraries, etc...).