help downloading dolphin

[dragonite14]

I am new to dolphin and I'm not the greatest with computers. Basically my problem is that I am unable to download development versions of dolphin. Whenever I click download on the stable versions, I am able to click run, and then it downloads and I am able to open and use dolphin just fine. however when I click download on a development version it says open files instead of run. and then when I click open it doesn't actually download anything, it just opens a file and shows me the dolphin.exe or something to that extent. so basically why is this happening? I want a new version of dolphin so I can play melee on netplay, but I cannot seem to figure out how to download it. please help, and sorry If this is a dumb question.