I don’t understand. If I go to their site at https://mullvad.net the obvious choice to download their software is to click at ‘Downloads’ at the top of the page. It already autodetected I am running Linux and has me on the Linux tab.

Sure there are two download options but the first one says it works on Ubuntu and the second says it works on Fedora. You get a file you can just double click and install. Windows installation works the same way. You download a file and double click it.

You don’t have to use the terminal you don’t really have to know more about sudo than you need about Windows UAC, you don’t have to know what a package or .deb is anymore than what a win32 executable or an Windows’ .msi file is.

People giving you more complicated answers either did not check the website (because they presumed you did) or if they did they think you want more features such as auto-updating which in Windows also requires a more complex install than downloading a file and opening it.