Typical way to add programs (and upgrade Debian too...) in Debian is using 'apt-get' as follows...this assumes that you're little Z is connected to the net either by WiFi or ethernet card....
To add programs:
#apt-get install synaptic
Synaptic is a GUI install program for Debian, works great, allows you to see what you want to install, get some info on those apps, select and then install them. Very simple to use
For a text-based install program then substitute aptitude for synaptic....
To upgrade Debian:
There are some other commands besides these but this should be enough to get you going....