Where did you download from? Was it from an Adobe website page? What is the name of the file? Is the exe file possibly a self-executing zip file? Or is it possibly a stub that is used to download the program compressed archive file? If you did not obtain the exe file from an official Adobe website or another site that you can trust, I would not click on it.
If you haven't done so already, go to this site to download registered versions of Elements 12.