Hi Varvara,
you have to unzip the downloaded files into any folder.
Then you open a console window in this folder or go to this folder, using magic commands like "cd \any_folder_where_e572las_exe_is".
Now you can run commands like
e572las64 -i d:\folder\subfolder\myfile.e57 -o c:\output_folder\myfile.laz
Please see the e572las_README.md file for more examples.
Best,
Jochen @rapidlasso