Hi Anibal,
Thanks for using Syncfusion products.
You need to extract the exe file from the downloaded zip file to install the Essential JavaScript setup. Please refer the below help link for step-by-step installation of Essential Studio installer for individual platforms.
http://help.syncfusion.com/ug/common/documents/stepbystepinstallati1.htm
Note : You need to install the setup with respective version unlock key.
Please refer the below KB article for how to generate license key for the corresponding Syncfusion version from Syncfusion support account.
http://www.syncfusion.com/support/kb/2326
Please let us know, if you have any queries.
Regards,
Sivaguru S