I am new in kubuntu, i don't even know what is KDE so i hope to post this topic in a right place. I would like to ask in which folder the programs are installed?
Does kubuntu install in different folder the exe programs or at the same folder?

I'm not really sure where to point you, but you need to do some reading about basic linux concepts. You might start with the wikipedia page on Linux. Maybe others can suggest better places to start.
For your questions: exe files are for Windows. Linux executable files do not have any particular extension, and most commonly do not have any extension as part of their name. Regarding where Linux executable files are installed, there is no single place. Most commonly, they are in a folder called bin, but it might be /bin, /usr/bin, /usr/local/bin, or something totally different. Some programs have an executable script in one of those bin folders, but the actual executable file is elsewhere, in a folder specific to that application.

Kubuntu is a Linux distribution and doesn't use exe files, and you can not install applications that are made for Windows directly on Kubuntu.

As for KDE: it is a Free Software Community who are the people making the software that is used on Kubuntu and other Linux distributions. The platform that Kubuntu uses to start up applications and handle your files is called Plasma, and this is one of the many dozens of software applications made by the KDE Community.