depends what it is that you are downloading. Some things are part of the Graphical User Interface (GUI) and can only be accessed by logging into a graphical session using: 'startx' command.
Others are accesses by simply typeing in the name of the program. For Example:
omxplayer -o hdmi file.mp4
will load up 'file.mp4' and play the file. other examples include:
...Which will load a serial command prompt session on device '/dev/ttyAMA0'.
Most of the time you can just google how to use the program you have just installed. Otherwise try typing the program name and -?:
Hope this is what you meant and hope this works for you.
perl is a language, but the interpreter is a program, not unlike python.
Normally in a perl script (or sh, or csh, etc for that matter) you can put
#!/usr/bin/perl (or #!/bin/sh , or whatever, at least on *nix systems)
and once you change the execute bits using chmod, you can run the program just by typing the name, just like an exe, the executing shell will call the perl interpreter
this achieves the same thing as typing
but saves you from typing the first 5 characters
the same thing works on python as well, but you need to know the path to the intepreter.
Perl should have been already installed by default, at least in Raspbian.
One other thing to note is that if you put a bin directory in your home directory (~/bin), the next time you login, that will automatically be in your $PATH, at least in the console (~/.profile does that). Then as long as you are in the text console, have the proper shebang line as the first line of the Perl script (#!/usr/bin/perl as mentioned by Michael), and the script has execute permission, you can simply type the name of the script to run it.
However, for some reason when you startx, it seems to use a default $PATH instead of the one .profile sets during login, so your personal bin may be missing from your $PATH in lxterminal.