Just go into a Browser of your choice and install one of them, then after you have installed everything aswell as the game, just click the gamefolder and open the Software/Game with right click and select either 7Zip or WinRAR.
The download is compressed (I assume as a .RAR) - you need to download software that can decompress it. WinRAR is free to use and well-respected - if you Google search it and download it, then you can use it to decompress the file that is linked here.
