Sorry for the late answer. In this case contact Asus tech support. Open a ticket with them and they will help you.
From what I could see from the link you provided this is a .zip file containing a .exe file. You probably need to extract the .exe from the .zip before executing it. Once extracted and saved somewhere else, the .exe probably contains more than one file and is probably self-extracting so I don't know why a file is missing. As I said if you keep having problems it will be better and faster for you to get help from Asus.