Hi, are you unzipping the files first? You cannot run the .exe from inside the zip folder, you have to unzip it first. Here are some instructions for Windows 10:
Open File Explorer and find the zipped folder.
To unzip the entire folder, right-click (or press and hold) it, select Extract All, and then follow the instructions.
To unzip a single file or folder, double-click the zipped folder to open it. Then, drag or copy the item from the zipped folder to a new location.
Let me know if this helps, otherwise could you let me know what the error message says exactly?