Can't Use Downlded Software Where Are Instructions

:unsure:
i have just recently began using kazaa lite, and have only downloaded a few software programs, but i can only get one to work. i got 3d home arcitecture to work , it was an exe that started an install wizzard. the other programs are also exe's but when i click them they are self extracting rar files. I have tried to extract them to a folder, and then run the setup files, but they dont install the program, but in dragon natuarly speaking they install the sub programs,but thee is no setup for the actual dragon program. I also tried coppying the rollercoaster tycoon files to a cd and install from that, but it says missing a required dat file. I am coppying using b's recorder gold ,if that has anything to do with it.also when i extracted the dragon exe it froze at the end and i was forced to restart. I never installed winrar, if I have to or not I don't know.
I WOULD REALLY APPRECIATE EITHER A LINK TO A VERY DETAILED DESCRIPTION OF HOW TO USE EVERY FORM OF DOWNLOADED SOFTWARE, .EXE,.BIN,ETC. AND INSTRUCTIONS ON HOW TO GET THEM TO WORK, OR IF SOMEONE COULD SPEND THE TIME TO EXPLAIN IT IN A REPLY.
THANKS IN ADVANCE :D

You can only help so much if a person can't help themselves -_-

For image types (.bins, isos and such) check out the link in my sig. For the others, it is not that tuff. But i do not know specifics of the files or programs that you are using so.