I don't know what you are on about in the first post. Click the link:
https://bitcoin.org/bin/0.9.1/There are both ZIP and exe files.
The zip file you can extract to any directory and run. It includes both the 32 and 64 bit binaries.
The exe files are an installer, when you run it, you will be given options to install the program in windows like you would for any other program. Many installers exist, such as NSIS and Installshield. Program authors use these to distribute their programs to non-technical users. An installer creates the start menu icons and uninstall options that you would expect from a program installed in Windows.