yeah that page is blocked in North Korea where I live, sorry I meant the UK.
You need a torrent client. utorrent was the recommended one for windows last time I messed with that side of things.
I have a torrent client, but the file I download shouldn't be a .exe should it? There's like 9 download buttons all with different URLs.
Don't click on "download" because those are outside links. Click on "get this torrent" and that should lead you to the torrent rather than the other sites