Go back to where you were downloading the program from.
There is a list of programs - a different one for each operating system.
Choose the program you want for the particular operating system you run i.e. Windows / Mac etc. It's easy to see which one is yours - the name of the file will include Win / Mac.
Follow the instructions and away you go.
In case you don't know how to install it-
Take note of where the program is downloading to - it will tell you.
When you've finished downloading, open Explorer and find the file. Double click on this file with the .exe extension and it should install itself.
Good Luck