Did you try clicking the link at the bottom "View More AutoPlay options in Control Panel" ?
If that doesn't pan out, try that General optiuon and use Windows Explorer to see what files are there.
What happens if you execute that Install.app file?
Are you trying to install on a Mac? It might be a case where you have a Mac disc where you need to have a Windows disc.... the first image you showed earlier mentions Windows Explorer.
If it is a Mac disk then chances are it will not work to activate a Windows installation from a download.
If you know you ordered a Windows version then you probably need to contact Adobe to get the correct disk sent to you.
If you mistakenly ordered the Mac version, then you can swap platforms if you follow the instructions on the page linked below: