Is there any other ways to download the walkthrough than using anonfiles which you have to install a scamming program in your PC?
You don't need that.
Anonfiles is one of the few that actually offer fast direct downloads without captcha.
They do display third party add content like all others tho. One of those was tempting you to install some adware.
They might not be for long anyway, they tried to work completely without premium option and that caused some serious financial problems. A similar hoster died about a year ago for the same reason.
Btw, you are right. If anyone asks you to download an .exe file, deny it.
But that also means you didn't click the right download link.
Best is to always use a download manager (JDownloader), no matter where you are downloading from.