Usually, apt-get will already know about any Debian package you might need. If it doesn't, you may be able to find the package among these lists of Debian packages, or elsewhere on the Web.

If you do find and download a .deb file, you can install it using the -i option:

# dpkg -d /tmp/dl/xsnow_1.40-6_i386.deb

If you can't find the package you're looking for as a .deb file, but you find a .rpm or some other type of package, you may be able to use alien. The alien program can convert packages from various formats into .debs.