Can't find the folder with the exe. file.

Did you just use your browser? if so what browser?

Check your browser settings to see what the default download directory is. Unless you have set the option to chose where to download each time, it will use the default.

Or, check your browser download history.

Or, do an advanced file search on your computer for the name of the file (or part of the name).

Or, download the exe again (make sure it's in the same directory with the .bin files).

I've had that before...

With XP or 7, go to My Computer, on the left side is a navigation. Look at the top for favorites and shortcuts to one called Downloads (will have a blue arrow with the folder icon).

If you have a window that shows you your downloads, then try right-clicking on one of the files and look for 'open folder' or similar. This will take you to where the file(s) are stored.

Lastly if you selected 'open' rather than 'save', it could be in your temp folder and that has no promises of how long it will stay there before getting flushed out.

Open Folder Options by clicking the Start button, clicking Control Panel, clicking Appearance and Personalization, and then clicking Folder Options, now click on the View tab and now clear the Hide extensions for known file types check box, and then click OK.

source

1) If using browser, be sure to download all the files.
2) If using the downloader, then click the magnifying glass to the right of the download bar in the downloader. That will open a file folder with everything in it.

That should be it.