When trying to install an application from a downloaded archive, look for a README file for instructions, or on the editor website. You can also usually run it without installing it, from the launcher within.
Though, it is recommended to install packages from the repositories, as much as possible. You can use pamac (Add/Remove software) for that, as @jrichard326 suggested.
PS: Regarding discord, since it has the bad habit to lock you out whenever it wants to update 
– the up-to-date package comes usually late – i suggest you use its Snap/Flatpak version, or lightcord (AUR) instead.