Ubuntu, Debian and derivatives
Install the package with apt so dependencies and the desktop entry are handled for
you: sudo apt install ./sparrowwallet_2.5.3-1_amd64.deb for x86-64, or
./sparrowwallet_2.5.3-1_arm64.deb on ARM64.
The ./ matters. Without it, apt treats the argument as a package name in
your configured repositories, does not find it, and tells you the package is missing.
That single error is the most common "install Sparrow on Ubuntu" question there is.
Afterwards the application appears in your menu. Upgrading is the same command with the newer file, after verifying that file too.