The provided .exe file is a regular installer. After downloading it, please execute it to install ProMesh on your hard drive.
After downloading, please extract the package and find the readme file and setup script.
The provided .dmg file is a disk image. Please mount it by double clicking it and find the readme file together with the ProMesh application and a link to the Applications folder. Install ProMesh by dragging the ProMesh icon onto the Applications icon.