I want to use a GNU software but I don't know how to instal it.?
I’m definitely not a computer savy 
and once I download the software package from GNU site, I don’t know what to do next.
When I open the folder I cannot find any exe files. Please help 
How funny. Most of that stuff runs on systems that dont have blue screens and flags (Windows). So they do not have exe files. They probably have something like a configure file. Read the Readme file and see what it says.
You may want to try http://www.sourceforge.net they have more stuff that runs on Microsoft’s windows.
RJ
There’s a lot of GNU software around. And a lot of it is not intended for use with Windows. (A lot of GNU stuff is for Linux.) It may even be distributed as un-compiled source code. I’m betting that what you downloaded was either a Linux package or a source file package. If we knew what it was you were trying to use we might be able to help you find a Windows binary. (If there is one available.)
The depends upon what Operating System you are working with and what program you downloaded.
Usually, you would want to download the software package with a .msi extention. This extention is for the installation for windows. Also make sure that it is compatable with the version of windows you are using.
This also applies if the software package has a .exe extention.
For both a .msi and .exe extentions, you would simply click on the program icon, and the package will generally self install.
If you downloaded the program in another form such as .zip, .rar, or other extention, you would need to unpack the program with the appropriate file uncompressor.
It would be easier if you named the program, you downloaded, and make sure you downloaded the actual program, and not the source code.