Hmm. You don't provide sufficient information to resolve whatever issue you are having. Generally, dictionaries (Lingvo, stardict or Babylon formats) can be placed anywhere and the path should be identified in Edit > Dictionaries > Sources > Files.
There is a slight difference when you want your GD to be portable but let's get you started with basics first.
Thanks for your reply. I think the only thing was that I did not have the BGL files. Well, I downloaded a GD for windows which included Farsi BGL files and imported its BGL files to ubuntu. Then I used Edit > Dictionaries > Sources > Files to read the BGL files. Now it is working well except that it does not have pronunciation. How can I use this feature?