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Did you know that in Ubuntu (and derivates), to install a package by its name, you can simply press Alt + F2, then enter:
apt:PACKAGE_NAME
where PACKAGE_NAME is the name of the package you want to install (firefox, smplayer or whatever)? I know it's pretty obvious, but I didn't think about it.

run dialog ubuntu

install package apturl

Thanks to UniLab for pointing this out.

This is possible through the apturl package which can be used to install application by simply clicking on a apt:// url on a website.

Apturl should be installed by default, but in case it isn't, run this in a terminal:
sudo apt-get install apturl