Are you talking about MFS Addon Collector?
It downloads as a zip file. You unpack it in Windows Explorer, and there is an .msi file inside. You run that and it installs the collector.
The other two files in the zip file with it are designed to resolve some possibly missing software on your PC. You only have to worry about them if once you've installed it correctly, it doesn't run, or tells you that one or the other of the other two apps is missing. Once you've installed MFSAC, open it and you'll find a full user manual to guide you through how you use it.
Let us know if this resolves your issue.