I downloaded the Torrent that one of the major guides on this site told me to. I even let it seed for a while because I'm a nice person! So, after that time period, I double click the file, and I get taken to my downloads folder. Now, instead of the Setup Application that is supposed to have appeared (like in the videos I have watched), I get a compress file with the same name. How do I fix it?

Extract it with a program like WinRAR or WinZip to its own folder then run the setup application file from there.

Extract the file you will get a setup from it , run that setup as administrator and it will install .