The Debian package management system is made up of several different tools. The command-line tool apt-get is the easiest way to install new packages. For example, to install the program Xsnow, do this as the root user:

# apt-get install xsnow
Reading Package Lists... Done
Building Dependency Tree... Done
The following NEW packages will be installed:
  xsnow 
0 packages upgraded, 1 newly installed, 0 to remove and 10 not upgraded.
Need to get 17.8kB of archives. After unpacking 42.0kB will be used.
Get:1 http://ftp-mirror.internap.com stable/non-free xsnow 1.40-6 [17.8kB]
Fetched 17.8kB in 0s (18.4kB/s)
Selecting previously deselected package xsnow.
(Reading database ... 5702 files and directories currently installed.)
Unpacking xsnow (from .../archives/xsnow_1.40-6_i386.deb) ...
Setting up xsnow (1.40-6) ...

Skimming through this output, you can see that Xsnow was to be installed, then it was fetched it from the Web, unpacked, and finally set up.