Expanding on the other explanations. On Windows, it's fairly common for applications to come with a copy of everything they use in the form of DLL files, and you end up with many copies of various versions of those.

On Linux, the package manager manages all of that. So if say, an app needs GTK, then the package manager makes sure GTK is also installed. And since your distribution's package manager manages everything and mostly all from source code, you get a version of the app specifically compiled for that version of GTK the distribution provides.

So if we were to do it kind of the Windows way, it would very, very quickly become a mess because it's not just one big self contained package you drop in C:\Program Files. Linux follows the FSH which roughly defines where things should be. Binaries go to /usr/bin, libraries to /usr/lib, shared files go to /usr/shared. A bunch of those locations are somewhat special, for example .desktop files in /usr/share/applications show up in the menu to launch them. That said Linux does have a location for big standalone packages: that's usually /opt.

There's advantages and inconveniences with both methods. The Linux way has the advantage of being able to update libraries for all apps at once, and reduce clutter and things are generally more organized. You can guess where an icon file will be located most of the time because they all go to the same place, usually with a naming convention as well.