When you download a .deb package and want to run it with dpkg installer like:
sudo dpkg -i exagear-guest-ubuntu-1204lts_9_all.deb
You have to show it the correct way where is it? For example in Dowloads folder, then:
sudo dpkg -i ~/Downloads/exagear-guest-ubuntu-1204lts_9_all.deb
or complete path will look like:
sudo dpkg -i /home/username/Downloads/exagear-guest-ubuntu-1204lts_9_all.deb
Also you can cd to the folder where you downloaded .deb package e.g.:
cd ~/Downloads
Then you can simply run:
sudo dpkg -i exagear-guest-ubuntu-1204lts_9_all.deb
Alternatives.
Just type:
sudo dpkg -i
And you can just drag & drop .deb package into a terminal and hit Enter
Other way gdebi installer:
sudo apt-get update
sudo apt-get install gdebi
Just right click on a file and choose install with gdebi or make it default for .deb packages and just double click on a file. Gdebi will automatically check for the dependencies and install the package.