When you download software it will usually come as a zip file that may contain many files. After you download it, you have to un-zip
the file(s) to a folder. Hopefully, there will be instructions in that group of files on how to install the software.
Windows 7 comes with an un-zip function. Navigate to where you saved the "zip" file, right click then select Extract All. A window will appear where you can choose where to save the files that will be "un-zipped". Or you can just click on Extract in the bottom right and a folder with the same name as the zip file will be created automatically.