SetupPoker.exe by default will be downloaded to your 'Downloads' folder, if you didn’t specify where you wished to save it to during the download process.
If you do not see it there then press the Start menu, select Search, and then click 'Files' or 'Folders'. Now type "SetupPoker.exe" in the name box and press "Find". In a few moments your computer will find the file. Now double-click the file and the installation process will begin.