At first I just assumed that I should just run the first one, and then run it's installation, then just repeat that with all of the files, but that didn't work, then when I try to run the 2nd one, it doesn't say run, it says "Find" "Save" and "Cancel".

As I've said in my reply to your other post, you have to save all three of the files to your hard drive. Once you have all three saved (and in the same location) you can run the first file, the .exe file. This will then get the installation setup started and you can choose where to install the game to. The other two files are .bin files so you cannot run them on their own. The .exe file launches the installer and it will extract the game files from the .bin files whilst it installs, the .bin files just need to be in the same place as the .exe when you run it.