I can't find a SETUP.EXE in the SQL Plus Client ??

I am not used to Oracle, sorry. I need the client tool to access someone
else's server for testing some SELECT statements I'm writing for them. I
went to:

http://www.oracle.com/technology/tech/sql_plus/index.html

and I downloaded the "SQL Plus Instant Client". I just want a free client
because I don't own the Oracle license. I downloaded it, but there are
just DLLs and 2 JAR files. I don't see any SETUP.EXE file to start the
install. What am I missing? How do I get a free Oracle client installed,
if possible, so I can test some SQL statements.


.

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