Deepin is Linux.
Looking through the files, I can see nothing that is like a .exe file or an option to install.
No .exe will install unless done through wine but that is off topic for this thread.
You are better off using the package manager Deepin uses to install software since you sound like a beginner to the Linux way of thinking.
A link to what software was downloaded (sounds like a SOURCE or .bz2 maybe) won't hurt to post in this thread also.
Here is a link to Deepin Linux user guide
Good luck and Happy Trails, Rok