Well to be fair, it's not like the billion-and-one Linux distros make that obvious either.
So the executable goes in /usr/bin, or is that /bin? Or is that /usr/local/bin?
Then some other files might go in /var somewhere. Possibly in its own folder, possibly somewhere under /var/spool or some other subdirectory of a subdirectory. Don't forget the various .../lib directories hanging about!
About the only surefire thing is that config files will go in /etc somewhere, but "/etc somewhere" is about as much help as saying that your settings are "in the registry somewhere".
I'm an Ubuntu user. I have a dislike for Microsoft and their practices that borders on pathological, however programs do not install into a simple location in *nix systems nor likely any other fully-featured operating system built in the last 10 years. Debian's Aptitude helps a lot, but that assumes you used apt to install the program in the first place. Don't forget to apt-build or whatever your favourite flavour of Linux uses, or you'll have a hell of a time uninstalling that load of gunk you just compiled.
Also dammit, Ubuntu and Firefox, I told you you're in the UK. Stop underlining "flavour" and trying to tell me it's a typo!