When you click it it extracts all the files needed. There should be another *.exe file or something like setup after the extraction. You need to choose or at least note where the files are extracted to. From there run the setup file.
I downloaded what I believe is an audio driver. When I try to install it, more files open. If I right-click before or after these files appear, the choices are "copy or extract". Is there a way to install the entire file when I initially open it? Is this called "executing" a file?

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