If the program comes with an installer, you will find a file named "setup.exe" or "install.exe".
Double click on it to run the installer and follow the directions!
These installers will generally create a new program group and icons for
the program in the Windows Program Manager.
DON'T install the program into the same directory where the de-compressed
files are, or into the directory of a program you are up-grading, unless specifically
instructed to do so in the "readme's"!