How to install VirtualBox to use Windows or other OS?

You can use one terminal command:

sudo apt-get -y install virtualbox

When you are asked for the password, type your password. It will not be shown, not even asterisks. The command will take a while, but will finish and get the user@computer~:$ prompt when it is done.

Reboot for good measure(some kernel modules hate insmod, but it is not important to know what that is)

and then press Alt+F2 and type:

virtualbox

to get Virtualbox open. It will also be in the Unity dash.

Updated:

Since you downloaded the file, just double-click it so it opens in Software Center. It will still need to download dependencies in any case.

You just need to open a terminal and do:

sudo apt-get install virtualbox-ose

this will install virtualbox from the repositories, but if you want a newer version, you should use:

sudo add-apt-repository "deb http://download.virtualbox.org/virtualbox/debian lucid non-free" && wget -q http://download.virtualbox.org/virtualbox/debian/oracle_vbox.asc -O- | sudo apt-key add - && sudo apt-get update

and then:

sudo apt-get install virtualbox-3.2

Install the latest VirtualBox version (as of writing this, currently 5.1) by using the command line :

Open a terminal (Ctrl+Alt+T) and execute:

wget -O- https://www.virtualbox.org/download/oracle_vbox.asc | sudo apt-key add -  
sudo add-apt-repository "deb http://download.virtualbox.org/virtualbox/debian $(lsb_release -sc) contrib #VirtualBox"  
sudo apt update  
sudo apt-get install virtualbox-5.1