You either set the DNS settings per device to the system running PiHole / AdGuard Home, or if your router allows, set the DNS there. It’s ideal to set it on the router.
Any time a device makes a DNS request to a domain, it’s checked against the list. If found, it’s stopped. If not found, it gets sent upstream to your choice of a public DNS configured during setup. I use Cloudflare (1.1.1.1, 1.0.0.1).
It’s always been bad practice to just blindly update software. That’s why we have different distros.
Ubuntu and Mint hold your hand and make it easy for newcomers. Great way to dive into Linux. I completely agree these are great for “it just works” and no fuss. I’ve not had one break on me.
Arch and Gentoo expect you to have experience and know what you’re doing. You build it up how you want it. That’s what makes these so great. But you need the experience and knowledge.
I’ve personally tried openSUSE and in my opinion it feels like a good middle ground between both ends. In the past I’ve recommended Mint to get started, openSUSE once you’ve got experience, and then Arch for when you want total control.