Any procedure that will try to install software globally and requires root or superuser privileges, e.g. trying to execute sudo will not work on the clusters, and in particular you should not try it on the access nodes.
This includes most of the package managers like apt-get, dpkg, yum and rpm.

Please be aware that there are some exceptions, such as pip for python, which allow you to specify a parameter (e.g. --user or --prefix) that allows the installation to be performed in your home directory instead of globally. Other approaches that employ sandboxing exist, such as virtualenv for Python and RVM for Ruby.

For more help check out the documentation on software installation or the other entries on software.