As others have mentionned downloading the .deb and running it will also work, but I feel nobody gave your a tldr of why you may want to follow those instructions instead, so here it is:
Those instructions configure your package manager (apt) with a new repository for this application.
The upside to that is that anytime you will look for updates, this app will also get updated.
It’s a bit more work up front, but it can pay off when you have dozens of app updating as part of normal system operations.
Imagine a world where windows updates would also update all your software, that’s what this is.
New Linux user here. Is this really how I'm supposed to install apps on Linux?
mullvad.net/en/help/install-mullvad-app-linux...