GWX 3.0 Help

So I just finished downloading GWX 3.0 from Jimbunas Filefront in its seperate parts (Gwx 3.1, 3.2,3.3,3.4,3.5,3.6,3.7 and GWX exe) now when I downloaded them they 3.1-.7's all show up as bin files with like a white page as the icon and the exe just says GWX and has a white page, I was told after I got all the files Id click the exe and it would install them? well when I click on it it asks what I want to open it with?? Its not a zip file is it?? or do I need to do something else first?