On Ubuntu 10.04 or higher, go to Applications - Ubuntu Software Center. Type "Texmaker" in the search field on the top right. Texmaker will appear in the list, then you can click on "Info" to get more information about it, as shown in the figure below.
TeX Live is the Latex system installed. Notice that you don't have to do anything to install TeX Live, it will just come together with Texmaker. The installation process will take some time because TeX Live is a big package and you will probably need a good internet connection.
Unfortunately, just a basic version of TeX Live is installed and you will probably have problems trying to write some little advanced texts. To handle that, I suggest the installation of additional texlive packages, which are: