The downloaded file is a self-extracting setup program, so to start the installation process, just execute the downloaded program in the following manner:
Windows 3.1 or NT 3.51 : Choose File | Run from the Program Manager menu, and enter "PATH\FILENAME" for example C:\TEMP\EXP4.EXE.
Windows 95 or NT 4.0 : Choose START | Run from the task bar, and enter "PATH\FILENAME" for example C:\TEMP\EXP4.EXE.