How do I install certain applications on a server
It is likely that the file system in use on your Ubuntu server does not support all of the things that HFS+ does meaning that somethings just can't live on a different file system, applications and other types of package files spring to mind.

However a disk image file is designed to be a self contained archive that can transit all sorts of file systems. You could put a (read/write) .DMG file on your Linux server and then mount it across the network to your Mac and run your applications from there. Just remember that some (many?) apps are not designed to run in such a container and that many will want to write their preference files and the like to your local home directory.