"blurd.exe" is a daemon and "blur-wallet-cli.exe" is a wallet. You only need those two files, you can ignore the others.
Once "blurd.exe" is running and is fully synced with network you can power up "blur-wallet-cli.exe" and do stuff in your wallet.
Remember, "blur-wallet-cli.exe" needs "blurd.exe" running.

I hope it is a bit simpler now