If you get a "just-in-time debugging" error, you are being protected from possible viruses on the Internet. You will have to execute the programs locally. You can do that by right clicking on the link to the .exe files and selecting "save target as ..." to save the .exe on your hard drive. You can then double-click on it to execute it.
If you get a "missing DLL" message, you have to install the .NET runtime library. It is a free download, since Microsoft wants you and everyone else to be able to run .NET programs.