fteglqw.exe is in the archive, use that. If you have an anti-virus active, it might have removed the exe, I've heard of some anti-virus software getting a false positive from it
Every time I try to download the FTE .exe itself (I'm trying to get into Quake engine based development) Windows Defender blocks the download. I was able to get around it, but antivirus stuff seem to really hate the engine. Not sure why.