Just to clarify:
1. Any document you write with Open Office should be readable with Open Office on any platform - including Windows or Linux.
2. A .odt file is a document. You should be able to read it with Open Office.
3. An .exe file is NOT a document - it's an executable.
You do *not* want to "open" it with Open Office. You want to "run" it on Windows.
For your purposes, you want to IGNORE it. Focus on the .odt file.
4. If you're on a Windows PC, and you don't have a copy of OpenOffice, then download and install it.
You'll also need Java.
5. Once you have OpenOffice, try to "open" your .odt file.
The odds are very good that you'll be able to read your story