If you mean the installation file, then try redownloading. Sometimes big downloads stop midway and appear as an unknown file. It always happens to me for some reason, so I tend to download 3 or 4 times until it works.
The file should be ".exe" or else the download failed again. If it's ".zip" or ".rar", then you will need a program to open it (you could google and download "7Zip" or "WinRar").
Netman_7
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