Programs Download in Windows Vista

I am having laptop that is running on Windows Vista.

I wish to download certain programs that I was using with my old laptop.

For exMPLE a Chess Game or a Dictionary.

The download takes place and am unable to locate the downloaded zip folder.

They were saved as Applications.

Could you please show me a method by which I could download and install
programs in Vista.

I shall appreciate a detailed instruction as am new to computer operation.

Thank you,