In my case, trial and error. Did stuff, looked up things, used online resources like forums from search results, Reddit, YouTube, and more.
You may even find that the basic free to use ChatGPT of use. A lot of my basic scripts I used ChatGPT to make for example.
The appimage seems solid for me thus far, installed through this handy tool.
And in the case that your Linux distro doesn't have a client in their repos, you can very easily use Mullvad with wireguard in the terminal.
You may find yourself interested in suckless software, take a look here.
Its all written and configured with C, so it should be pretty fast. And there's dwm, their dynamic tiling window manager.
I guess the distro/package manager would be whatever you want, as suckless software encourages that you build from source and maintain your version of the software.