The 7ZIP file is intended for more experienced ruby devs. The
recommended way to install ruby is by the EXE installer file,
especially the Ruby+Devkit version. You're right, that there should be
a README in the 7ZIP file, which highlights this and contains
instructions about the manual setup of the ruby environment with a
7ZIP file. All the online instructions are about the EXE file - you
should download that one.
Also you shouldn't install version 3.2.2 but the latest patch release,
which is 3.2.9 currently. Patch releases often fix issues with online
resources like MSYS2 and are fully compatible.
Regards, Lars
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