I don’t know about Mac, but on Windows the Mullvad app doesn’t auto update. If you want to do it Windows style you can look for deb files (which are like installers) or AppImages (which are like standalone executables).
Most pieces of software give terminal instructions for Linux because different people might use different package manager frontends, but literally every Linux user has a terminal. It might seem daunting at first, but giving users commands to run in their terminal is a lot more simple than trying to walk them through repo management through the GUI, or just telling them to figure it out themselves.
Seconding vim as the universal Unix/Linux editor. It takes a while to become a real vim pro, but learning basic usage is very helpful. Escape to switch to normal mode (where letters trigger functions instead of just typing), i to switch to input mode, : in normal mode to enter commands, :wq to save and quit, :q! to exit without saving - that alone should be enough to cover a lot of basic use cases. If you ever want to learn more, there are plenty of tutorials online.