From your signature, it appears you are running on a Windows machine.
Since you're talking about installing, most likely you got the latest
version, 5.3.
If you downloaded the correct installer for Windows, you should have a
file named "gnucash-5.3.setup.exe". Windows notoriously tries to be
"helpful" (it isn't) by excluding the extension of a file (in this case
the ".exe") so you might only be seeing "gnucash-5.3.setup". As for
where this file is stored, if things are in the default places, you
should be able to start up a Windows Explorer window and it will be in
the sidebar under "Downloads".
You need to double click on that "gnucash-5.3.setup.exe" file to execute
it. To be able to install stuff on a Windows system you need to have
administrative rights. Hopefully you have those, otherwise you'll get a
pop-up window demanding that you give a password. Once that is done
you'll hopefully be in the process of installing it.
Once everything is installed, there should be (maybe) an icon on your
desktop to run Gnucash, or at the very least it should be somewhere in
your Start menu. Click on that and it should start up Gnucash.
Bear in mind, I use Gnucash on a MacOS system. But I use a Windows 10
system at work. I'm making conjectures about this process based on the
way I have to do things when I'm installing software at work.
Hopefully this might be a bit more helpful. Apologies if it seems rather
rudimentary but it's hard to tell what kind of experience you have with
setting up software on PCs. A lot of stuff seems to be installed with
web-based applications these days.
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