Two Basic Questions for locating and running programs in Linux

1. After downloading / installing a program or application in Linux.. where is the 'executable' file typically located? What's the best way of running a program after installing?

The Windows equivalent would be the Program Files folder. I have been having a bit of frustration with this in some linux distributions I have tried... I barely manage to get it installed and then... can't find it to open it. Linux Mint is okay, as some of the programs appear in the applications[start]menu, but not all.

2. What is the difference between starting a program from the terminal and starting the program from an icon / menu?

I have noticed that (because I can't find certain programs given the above problem) when I start a program form the terminal, the terminal seems to be running some script in the background while the program is running. It shows this (maybe relevant to my questions, maybe not):

Code:I/O warning : failed to load external entity "/etc/vmware/hostd/proxy.xml"

(vmware-tray:147043): Gdk-CRITICAL **: 09:09:54.281: gdk_window_thaw_toplevel_updates: assertion 'window->update_and_descendants_freeze_count > 0' failed

If I close the terminal, it gives a warning:

Code:There is a process still running in this terminal. Closing the terminal will kill it.So, i don't quite understand what the difference is between running the program "normally" and running it in the terminal.