How to run a LINUX program after downloading?

I’m VERY new to Linux and just had it installed.

Every time i download a program, I either save it or open with the default that they give me.
Problem is, when the download’s done, I have no idea how to find it to run it.

If it helps for specifics, I downloaded mpg123 but couldn’t find it afterwards. I went to forums to try and type stuff in the terminal, but that doesn’t seem to work. Help!

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