They are required for the proper operation of the help system. If the DLL's are already in your computer, windows may disallow their re-installation. Ignore the error if it comes up. Updates are for registered users only who installed the Visual products from distribution disks or CD's. Updates will not work if you are NOT a registered user.
Any downloaded file listed above is a self-extracting file.
During download mark the file name and the directory where it is saved in. EXE where xxxxxxxx. EXE is the downloaded file. If you are in the file manager, just double click the program name. Alternatively you can use the windows RUN by entering the directory where the file has been received, followed by the file name.