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This has to be a Windows package since he says he found .exe files in it. I think I can guess what has happened.
@OP: You are thinking like a Windows user and that is about as sensible when using Linux as trying to get by in France by speaking English very loudly. In France, you must speak French, not English. In Linux you must think like a Linux user and not like a Windows user.
In Windows it is normal behaviour to download binary packages with your browser, unzip them and install them by clicking on some file called setup.exe or install.exe. In Linux, you can't do this. For one thing, most of the programs you find by browsing in this way have been built for Windows and won't run in Linux. And, if you do happen to find one that was built for Linux, it probably won't be compatible with the specific versions of libraries that you have on your system.
No! If you want to install extra programs in Linux, you use a specific program to do it. This program is called a package manager and it is super-intelligent. You just tell it the name of the program you want and it will fetch that program from the repository (like an app store), and install it for you. If the program needs other packages to function, the package manager will know that and will install them first.
If you tell us what variety of Linux you are using, we can tell you the name of your package manager and how to use it.
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