Vincent, the simple answer is coldfusion.com. But as always, there's more worth knowing than just the simple answer.
Before I elaborate, and to help you and others following alone, would you mind sharing what URL you used to get the zip file? And if that may be only a direct link to the zip file itself, I mean what page offered that? Or did someone give you that link?
What I'm getting here at is that wherever you (or someone) found the link to that zip, they should have also seen the option to instead obtain the full installers. And if somehow that's not so, I'd like to understand it. (And I'd argue that the Adobe doc page you point to above could certainly help, if it shared what I'm about to say.)
As for where to find CF installers, there are a couple of options.
First, when someone buys a license to CF, they are given an account at the licensing.adobe.com site, and that offers downloads. But often we may work someplace where another person buys it and gets that account, not us.
So as for how ANYONE can obtain ANY of the current CF installers, I always point out how they can just go to coldfusion.com (and that redirects to https://www.adobe.com/products/coldfusion-family.html). There, in the top right, is a link to obtain the trial, which goes to a form you can fill out and then offers all current installers (zip and full, and for all OS's).
Note that even if you have "bought" CF, you can still install using that what's offered there--there is not a separate installer for trial or dev or licenses. Instead, when one RUNS the installer (or that cfinstall for the zip), that's when one is asked to choose between trial or dev or to add a license (which can also be added later via the CF Admin).
Finally, some would want to note as well the available cfmlrepo.com site, which is a community-contributed site offering installers for current AND past CF versions, as well as Lucee, and CFBuilder, and more. But there's no guarantee that what's offered there is in sync with the LATEST CF installer offered by that Adobe site above, so I'd recommend that folks seeking the current CF install files should favor going to the Adobe site.
Let us know if this gets you going, Vincent. (And Adobe folks, note how if someone finds or is given that page that Ravi offered, it presumes one already has the installer file. It could be helpful for that page to point folks to any other doc page that may explain the above--or perhaps one should be created.)
Following up on my last comment, Ravi, are you aware that that doc page you shared above on CF installation ONLY discusses the zip installer? It makes no mention at all of the full/gui installer. Certainly, if someone googled for cf install info and found that, they'd be left with the impression that the zip install was the ONLY option. That should not be so. Would you agree? Shouldn't it point to a page with info on the full installer?
Note also that there are NO other UI elements to help one find any related page, no "next" or "previous" buttons, no indication of the table of contents for the section this page is in, let alone even a link to the TOC for the manual it's in. This is a long-standing problem (since the move of the docs to a new platform following CF11 several years ago). I've complained of it since then, but I know it's not an easy problem to solve.
I'm just highlighting how this page is a prime example of that problem...and suggesting that adding some additional CONTENT to the page, to merely indicate the other installer option (if not also info on finding the installers) would help folks, especially like Vincent in this thread.