Ive tried to download the windows app but it has givem me a file of random things for example (client_data) and some more, im really confused on what to do next.

I am also having this issue! I cannot figure it out 

There should be one file with an .exe extension , "Pumpkins_Client.exe" Just double click it and you're good to go!
Ps: If the PC asks for a  confirmation before running (sometimes happens when the author of the software is unknown to your PC) just click in more details and "run anyway", that's like saying to your PC "hey you may not know this author and don't want to run the exe but I do know it and I know It is safe to run"

The file just plain never finishes downloading for me