Well, if everyone would have been started on Linux boxes instead of windows boxes, it would actually seem hard to use all of the GUI's in windows because we'd all be used to compiling from the source and such. First of all, open a terminal and change to the directory where you saved the binary.
*TIP* Pressing tab after entering enough of a file's name to differ it from the rest of the files in the current directory will automatically fill the rest of the name in for you.
Now, let's make it executable just in case it isn't.
chmod +r binary-name
After that, run it.
Binary-name is the name of the installer file you downloaded if you didn't figure that out already.
Well, I hope this helps.