To install the application simply double click the package (.exe) and follow the instructions during the installation process.
In case the package is not an executable self installer, then copy the zip and decompress the archive in a location where you will store the software. Afterwards, you can create a link to the application executable inside this folder.
To remove the application from your computer you just need to follow the following steps:
Open the Add/Remove Programs Control Panel.
Select the application from the list and click Change/Remove.
You need to have administration privileges to accomplish this job.
In case the package didn't have an installer and it was just copied and unzip in your conputer, you just need to delete the folder from your hard drive.