The online one isn't as up to date as the downloadable one, so the problems you are experiencing with the online one are understandable. In the downloadable folder, the Clangen icon is very hard to differ from the other files so make sure you're looking for the Clangen.exe file. (I tried to upload a picture of the icon into this reply but I couldn't get it to work, sorry)
I have only downloaded the Clangen_Win64.zip file so if you are downloading a different file then it might be different, but I don't think it would be. You could try searching ".exe" in the search bar while the "Clangen" folder is open so that you can find it easier. If it is not there then idk what happened. Hope this helps :)