You’re free to do and install anything. It’s your machine.
However, the recommended way is to use the official repositories. The other
way is the Windows way — search frantically everywhere and install any old
exe file you can possibly find. Then, have problems with malesre infestation.
The GNU/Linux way is supposed to be more secure.
If you absolutely need some other program not included in the repos, be sure
to check hash sum. Use with discretion and avoid places like Cnet that wrap
installers with adware.