As the other posters stated, always use the package managers. You can compare the package manage to Google Play or apples app store. It is a repository (repo) of software maintained by the developers of your distro.
There are several ways to install software on GNU/Linux:
1 compile it yourself (but you must also install all dependent software - neither are easy)
2 double click precompiled software (you may or may not have to manually install dependent software). You can download any Linux software with the .deb file extension. This is software precompiled for Debian, which Kubuntu is based on (and many many others).
3 package manager (easiest)
4 use apt protocol
4.5 there may be more - I just can not think of any
In all these situations, it is much safer to use your package manager.
It sounds as if you are still in "winblows mode", downloading software form around the internet. No need to do that. Many of the most used software is in your repos. VLC is in Kubuntus repo.
Open Muon package manager and search for VLC. You can also search for Dragon player and it will install all dependent software. I installed Synaptic package manager. I like it better.
Search for kubuntu-restricted-extras. This will include all codecs that are closed source.
Kubuntu does not ship with any closed source or proprietary software. You can choose to include these during install, or add them through your package manager later.
But if you want to use the apt protocol you can. You need to install some software and set Firefox to use it. This is why you are getting the Firefox error.
https://help.ubuntu.com/community/AptURL