While Magento CE has a robust built-in feature set, there are times when desired functionality is seemingly non-existent (e.g Full page cache, Google Shopping feeds, Affiliates program, etc…).   One of the many benefits of Magento is the extensible  framework upon which it is built.  This framework allows developers to seamlessly integrate new/enhanced functionality on top of the core code.  There are literally thousands of Magento extensions available.

This article covers multiple options for installed 3rd party extensions:

http://fbrnc.net/blog/2014/11/how-to-install-a-magento-module

Prior to adding extensions or modifying code in Magento, you should review this blog post:

http://www.lexiconn.com/blog/2014/09/extending-magento/