Always needs help

I want to install Minecraft Forge, but before I could download it as a .jar file, but now when I download it, it downloads as a .zip file. For some reason, the extension at the end of the file is .jar.zip. When I unzip it, there is a file named conf and an unfamiliar .exe file, and when I run it, nothing happens. The download source is Official site. What I tried: I dumped the zip into the mods. I downloaded other versions (all downloaded as .zip)