Debian allows setting up disk encryption during install for example. Never heard of VeraCrypt, I don’t think that’s popular on Linux. The relevant under the hood parts if you’re interested in how it works on Linux are:

• dm-crypt: Linux kernel feature for accessing encrypted partitions
• Luks: A header format / standard for encrypted partitions
• cryptsetup: command line tool to set up and manage all this

Cryptsetup or dm-crypt are the normal standards for most Linux Distros, which you can manually enable on fresh installation, via GUI or trough cmdline installation, or network installation.

The reason why encryption is usually not enable by default is due to performance reasons and advance users typically work with encrypted swap containers instead which has some performance benefits. Same like Windows does not enable it by default btw. with the exception that Linux actually provides you with more GUI toggles here, - assuming you work with a GUI based installation - among some other benefits during installation like setting up swap etc.

VeraCrypt also works for Linux but is considerable not the standard because it is normally not preinstalled and you need to download, install and setup it afterwards. This alone can be critical, because such programs a large target for drive-by malware infections aka downloading fakes from third-party pages that might be knowingly or unknowingly infected or otherwise compromised.

As sasalzig stated correctly in most distros other solutions are integrated or usually preferred because for example cryptsetup has tremendous amount of maintainers, developers behind while other solutions are less popular or have less actual man and women power behind.

you must’ve downloaded the wrong VeraCrypt pogram. Download one for your Linux system after deleting the one you have now.

PopOS had optional disk encryption when you install it, not sure about other distros though