Thank you. I'm using Windows.
All you really should have to do is Unzip the file to a folder that isn't System-Critical such as Program Files, Program Files (x86), ProgramData or anything in the Windows folder. Literally any other folder would do. You could try placing it on the desktop first, that seems to work.
Once you have it where you want, doubleclick the .exe file. It'll take a couple of seconds on first load while it prepares a log file in case anything goes wrong.
If there isn't a .exe file, your antivirus probably blocked it. Don't worry about that, it's a false positive. Open your Antivirus and remove the file from Quarantine and add it to your exclusion list (called Whitelist in some suites).