1) What an "installer" is
2) Where on the filesystem it goes when it's downloaded
3) How to navigate to that location in Explorer
4) That double-clicking the installer runs it
etc.
Some of these are things that you can learn from general Windows usage, but then the same could be said of several of the points you listed under Linux. And there are alternate approaches to installing software in Linux (like Ubuntu's Software Center) that remove the command-line, piping, grep, etc.