"Nothing happens" covers a multitude of things. Most install programs will run from within a zip file but it may be worth extracting them first. Do you mean you can't open the zip file at all? Or do you mean that the drivers don't install?
You may also find it more useful if you try and keep your posts for help regarding your BCF in one thread rather than spreading them through several it makes it easier for us to help.
Initially I would delete whatever you have downloaded from the Behringer website, visit their support again then re-download and try again. It could be that the file has corrupted when downloading. I also can't remember off the top of my head exactly how their driver install works. Some companies have their installations simply copy the drivers to the driver store where the Windows install process will look for them and then install them, while other companies have dedicated installersthat fully install them to the system32 folder.
Presumably if you have switched the unit on it was while it was attached to the computer? If so right click "My Computer" select "Manage" then "Device Manager". Then click on the "+" beside "Sound, Video & Game Controllers". Do you see an entry something like "B-Control Midi(10/19/2005,1.2.13)"?
If so the drivers are already installed. If you see an entry with a yellow asterisk beside it they are not. The first port of call in getting any hardware to work with a computer is making sure that the drivers are installed correctly, if not there's no point looking at any other settings.