Linux has centralized repos so I am afraid your experience is going to be much defferent than Windows. Appimages do exist, and you can download them from websites like you download executables on Windows, but they don’t integrate well to your system and is in general less secure than something like Flatpak. Since you are on Fedora, using Flatpak might be the way to go. You can download Flatpak apps from gnome software app or on Discover app on KDE.