cannot install base game

hey, I can't install the base game after downloading. when I try to, a message pops up and says, 'This installation package could not be opened. Verify that the package exists and you can access it, or contact the application vendor to verify that this is a valid Windows Installer package'
what should I do? I've read that I must extract the files. but how? should I simply click on extract? because apparently it changes nothing. can anybody extensively explain what shall I do? because I've been trying installing it for 5 hours. THANK YOU SO MUCH

As I don't know where you downloaded from:
Is the download a .rar or a .iso file ?
If .rar then you'll have to extract with Winrar
If .iso you'll have to mount the download in a program like Poweriso or Daemon.