Re the problem in your other post:
Close your browser.
Go to 'Add or Remove Programs' (or 'Programs and Features', depending upon your version of Windows).
Find and remove 'Adobe Flash Player Plug-in'
Restart your computer.
Open your browser.
Go here to download and install Flash Player again:
http://get2.adobe.com/flashplayer/
(Before downloading click to remove the tick where you're offered McAfee Security Scan Plus).
Ensure that you read any on-screen instructions. (I seem to recall that Flash Player installs itself automatically in some browsers but that you have to actually run the installation program with others; it will tell you what you need to do on your screen).
With regard to your current post:
After downloading the file, simply double-click on it to get everything started.
Chris