Ok, so Linux has exactly the same concept of files and folders (directories) as Windows does. If you are in the same folder as your file, you can just reference the file name. If not you will need to reference the full file path.
As per above;
Note; this assumes you are logged in as root and the .deb file is in your current directory
If you are seeing an error that says;
No such file or directory
It would imply the file is not in your current directory. When you downloaded the file from the Internet, it will have stored it either in it’s default location, or it will have asked it where you want to store it. By default it will try to store in a folder called Downloads which is a sub-folder of where you are. So looking at what I can see so far, you would need;
sudo apt install ./Downloads/shadow-amd64.deb
If you want to list files in the current folders use;
If you want to see if the file is in Downloads, do;
If you want to see where you are, use;
These commands pretty much mirror what you have under Windows with a DOS / Command shell.
So, I’m a little confused now, are you running Ubuntu or ChromeOS, as you’re referencing a Chromebook? Typically if you want to run Windows games on a Linux box you will need the WINE project.
Caveat; WINE can be tricky to get going and managed (although I’ve not used it recently). A less painful (albeit commercial) alternative is something called CrossOver. I’ve used it historically, essentially it’s a wrapper for Wine that takes away much of the setup and maintenance pain.
The other alternative is to run Windows on your machine inside a virtual machine. (or indeed you might be able to use ReactOS which is a free Windows Clone)
If you were looking to pay $30 a month for Shadow, I’m inclined to think CrossOver may be your best option.