Technical help please re: installing GnuPG...

[SnoopeReva at copper.net]

OK...so I am up to Installation on Wiundows NT/2000/XP (my program is 
Windows Home/Professional XP).

Now I have just extracted GnuPG files and am looking at them  in my 
GnuPG file in C:/Program Files.  The installation guide I am following 
here, point 3, states that if I used GnuPG zip, I will have a directory 
full of files which need sorting out.!  Well, until I went to explore 
this file, there was only one file which was:  gnupg-1.2.6.  When I went 
to explore this file I found several files and, what appears to be some 
pages.  Now the installation instructions said I should make two 
subdirectories.  I already had a file cal Doc in the files I opened; 
but, di make a locale file.  Then I went to try to sort out .mo file and 
.exe files; but, none of the files that I saw had such extensions.  The 
file icons themselves showed now extensions and the icons that look like 
pages had either no extensions on their names or were called .logfile,  
or .sh ; but, I see no .mo files or .exe to sort these files by.

Help pleasse.