From command line it’s “sudo dnf update” for example and if you use flatpak, “flatpak update”, updates everything. Or just click update in software manager.
There are programs that are not compiled/packaged by their developers and you have to do it yourself, but so are on Windows. But for OS from Microsoft noone would mention such program, because compiling on Windows is nightmare in comparason. C for example was designed for Unix-like systems. More high-level languages have less dependency installing, but still.
Nowadays people run WSL to compile programs for Windows and that says something…
EDIT: To people in responses below, don’t get too engaged to something that can be trolling.