help with .EXE file

I am taking a online class and need help downloading an exe file. My class deals with Microsoft office programs. So my class set up an EXE file that has saved files on it to edit and do changes with but i am having trouble downloading it or finding a free or cheap program that will convert these so i can get these word, excel, and powerpoint files on my computer.
if anyone can help i would appreciate it thats again
mike