When I click a download it gives me a .TAR.GZ file which, when I extract it, gives me a folder of files I can’t open and don’t know what to do with.

WGET is supposedly similar so I found an .EXE that I placed in the Windows folder from here: http://users.ugent.be/~bpuype/wget/

Now I can use WGET from the command prompt, but I’d really be interested in knowing if there’s a Windows (.EXE) version of Axel? If not, can I use the .TAR.GZ archive somehow?