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Hi, did you download the Linux files instead of the Windows files?

exactly, debian is a linux distribution

(+1)

I asked around for you and this is what I was told: 

Mark file as executable (right click, permissions, mark as executable or chmod +x filename in terminal). And either double click the file or run ./filename.x86 from the terminal.

I can't check if it works, because I don't have Debian, so you'll have to try yourself.