Mac or windows?
Did you double click the installer app to launch it? (An obvious question, but sometimes we have to ask the obvious...)
There is no installer app anywhere ... it just finishes downloading and sits there ....
That would indicate that you've copied the files to your computer. You need to find those files, decompress them if they've been zipped or othewise compressed into a single file and then open that newly downloaded folder to find and run the installer application that should have been part of this download. (You may want to discuss this with your "IT guy".)