> In Windows an installed program lives in Program Files and has a shortcut that starts it from it's home folder.

And command line tools have that folder added to the PATH, and Windows has a real and ongoing problem with PATH getting too long for the OS to handle when you have enough of them.

Windows is GUI optimized with shell as an afterthought, Linux is vice versa.

FWIW you get the same on Linux by installing stuff in /usr/whatever/wherever, /usr/local/whatever/wherever or /opt (which is the closest to Program Files-like place) and making symlinks to the "global" binaries (those meant to be accessible via the shell) while keeping everything else in the application-specific folder.

It isn't very uncommon to see binaries inside /usr/bin being symlinks to binaries in other directories, even if you stick with distribution-only packages.

You can have multiple versions of a program installed in linux. Most package managers won't help you very much with that, but it's about as easy as windows if the programs are interpreted or statically linked or compile easily with your system libraries.

NixOS and distri are notable package managers that do make installing different versions of packages pretty easy.