What does exe mean? It keeps popping up when I try to downlown adobe elements13/photoshop?

I have a windows computer.(64 bit). When I download my adobe elements 13 and photoshop it doesn't pop up. It seems like part of the download is missing. And when I look at the file exe is at the end of it. Isn't that bad? How do I make sure the whole file downloads?

exe is a file type, it basically means "executable" (basically a program that can run and effect changes on a machine) which under abnormal circumstances is not something you want to touch... abnormal being something like you get an unsolicited email with a file attachment bearing the exe file type.  But for an Adobe download (and many others as well) it is necessary for a Windows machine.  You run it to initiate the installation of the software.

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