Heroes of Might and Magic III - Complete Collection + Era2 + VCMI + Utility.

I might be stupid, I might be underdeveloped, BUT HOW DO I DOWNLOAD THIS?! DAMN IT, I've been trying for 4 days now. I even registered just to write this – I don't understand. Is this supposed to be downloaded into an empty folder? Why are there so many files? I just don't get it.