The downloaded files are compressed files (.zip, .rar, .7z, some type of compressed format). You need to extract the files contained in the compressed files you downloaded, when you do so you will find (in both cases) .exe files to run for setup and installation.
Right click on the compressed file and choose Extract or Extract To... and extract them to some location on your hard drive, then run the .exe files. Install Commander first, then run the self-installer for the config files.
