This is actually 2 drivers for the Brother HL-820 monochrome laser printer. Just double-click the file after downloading and accept the default folder of C \HL-820. Then click the "Unzip" button. You will have 3 files
820wd.exe - GDI printer driver for Windows 3.1, 95, 98, & ME, version 1.02
820weme.exe - GDI printer driver for Windows 3.1, 95, 98, & ME, version 1.14 (in English, Turkish, Arabic, & Hebrew)
hl820.html - A snapshot of the driver page from Brother in Europe
You might want to look at the html file to decide which driver to use. Just double-click the file you choose to install/extract the driver.