Click on the dash at the top of your dock.

Do you mean Ubuntu 11.10? If so, it's best to mention the name as well as the version number, just to avoid any potential ambiguity.

The most straightforward way - and what you're probably looking for is the Ubuntu Software Center, which replaces the old Synaptic Package Manager in Ubuntu 11.10. This can be found on the dock on the left hand side of the screen - it's the icon that looks like a shopping bag with the Ubuntu symbol on it. Click on that. In the window that opens up you can search for applications by name or you can browse by category.