Symbian OS is not Linux, nor is it at least Linux based.
It is not open-source either (although will become so within two years) but it is true that you can install applications on most of the Symbian based phones.
The software downloads are called ... applications (or more specific: games, tools, utilities, web browsers, servers, whatever ...) and yes, they are packaged in installation kits, just like on any other OSs.
As for using the command line to download stuff that is plain stupid, there is no console/terminal type of application on a Symbian OS phone, it makes no sense to have one.
I could give you some tutorials on what Symbian OS is and what it can[not] do. Let me know if you're interested and if you have the brains for it.