Weird, I would expect Steam to be in the Ubuntu repos (assuming that's what you were using, since you mention apt), but maybe not. As for apt, or apt-get, they are just the terminal equivalent of the GUI package manager (synaptic? it's been a minute since I ran ubuntu), so if something isn't in the repos, apt at the terminal won't find it either. If it's not in the repos, you should be able to download and install steam from the website just like you would in windows. It gives you a .deb file which will launch just like an executable installer in Ubuntu. But to your point, yes, sometimes things in linux take a little extra thinking to get to work. Getting accustomed to the way Linux works can help overcome hiccups like this. Windows has many quirks as well, it's just that if you use WIndows often you know your way around them.