What exactly did you download? The sources (probably ending in tar.gz or tar.bz2), a slackpack (ending in .tgz) or anything else (.rpm, .deb)?
If you have the sources it's probably better to get a slackpack for now (from one of the slackware ftp-servers). If it's a slackpack you should be root and run installpkg with the name of that package as an argument.
Beyond that I'm not able to help you, because I run linux au sec, no windows to be found on my computer.
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