How do I download Skype on my laptop?

So I have now downloaded Skype from the official Microsoft website, but now I only have the exe file in my download and I can't select anything else, i.e. Open the file. What do I have to do so that I can use Skype? I don't know my way around very well because I've only had the laptop for 2 weeks and I've never had one before (I'm 15).

Exactly this exe file must be executed, then the setup wizard will guide you through it step by step.

for windows 10 i would recommend going through the microsoft store. This has the advantage that programs installed via the store are automatically supplied with updates.