Hi, you don't need to install it as such, you only need to make it executable. To do that on the command line do
cd DIR_WHERE_FILE_IS_LOCATED
chmod +x Ultimaker_Cura-4.5.0.AppImage
You can probably also do it from your filemanager (perhaps, right click, properties?)
Once the file is executable you an either execute it from the command line or from the file manager.
Hope this helps!