I don’t know how it got installed. It may have been because you clicked on something.
What you either way have to understand is that UNIX is inherently different from Windows.
In Windows, unprivileged users have write access to all of the filesystem except for the directories with the Windows executables and libraries. In UNIX, an unprivileged user only has write access to their own ${HOME}, to /tmp, to /var/tmp, and if the machine runs a local mail server, to /var/spool/mail/${USERNAME}. Everything else is read-only to anyone other than root.
Furthermore, in Windows, files are regarded as executable based upon their filename suffix — e.g. .exe, .com, .bat, et al — which is a legacy Windows inherited from MS-DOS, and from Digital Research’s CP/M operating system before it, which served as the basis for MS-DOS. In UNIX, whether a file is executable or not depends on the file’s permissions.
Some light — no, not really 
— reading for your edification… 