Jessie installing software
Debian provides the apt-get system which lets you manage pre-built applications. Before you do this you need to update Debian's list of package versions and locations. This assumes you have a valid network connection to the internet.
apt-get update
For example, lets say you wanted to install openjdk for Java support. You can use the apt-cache command to search the local cache of Debian's packages.
root@ts:~# apt-cache search openjdk jvm-7-avian-jre - lightweight virtual machine using the OpenJDK class library freemind - Java Program for creating and viewing Mindmaps icedtea-7-plugin - web browser plugin based on OpenJDK and IcedTea to execute Java applets default-jdk - Standard Java or Java compatible Development Kit default-jdk-doc - Standard Java or Java compatible Development Kit (documentation) default-jre - Standard Java or Java compatible Runtime default-jre-headless - Standard Java or Java compatible Runtime (headless) jtreg - Regression Test Harness for the OpenJDK platform libreoffice - office productivity suite (metapackage) icedtea-7-jre-jamvm - Alternative JVM for OpenJDK, using JamVM openjdk-7-dbg - Java runtime based on OpenJDK (debugging symbols) openjdk-7-demo - Java runtime based on OpenJDK (demos and examples) openjdk-7-doc - OpenJDK Development Kit (JDK) documentation openjdk-7-jdk - OpenJDK Development Kit (JDK) openjdk-7-jre - OpenJDK Java runtime, using Hotspot Zero openjdk-7-jre-headless - OpenJDK Java runtime, using Hotspot Zero (headless) openjdk-7-jre-lib - OpenJDK Java runtime (architecture independent libraries) openjdk-7-source - OpenJDK Development Kit (JDK) source files uwsgi-app-integration-plugins - plugins for integration of uWSGI and application uwsgi-plugin-jvm-openjdk-7 - Java plugin for uWSGI (OpenJDK 7) uwsgi-plugin-jwsgi-openjdk-7 - JWSGI plugin for uWSGI (OpenJDK 7)
In this case you will likely want openjdk-7-jre to provide a runtime environment, and possibly openjdk-7-jdk to provide a development environment. You can often find the names of packages from Debian's wiki or from just searching on google as well.
Once you have the package name you can use apt-get to install the package and any dependencies. This assumes you have a network connection to the internet.
apt-get install openjdk-7-jre
# You can also chain packages to be installed
apt-get install openjdk-7-jre nano vim mplayer
For more information on using apt-get refer to Debian's documentation here.