...how do I run that program?

When you install a program on your computer, the files that comprise the program are installed in a folder, such as "c:\eudora" or "c:\program files\eudora".  When you run the program, you're running a program called eudora.exe, which is located in that folder.  But to run it, you don't navigate to that folder and double-click on the file eudora.exe.  Instead, you click the Start Menu, then Programs, and then the Eudora folder, then you click on a shortcut to the file eudora.exe; the shortcut is probably called eudora, but it could be renamed to whatever you want.

Most every program puts a shortcut on the Start menu when you install the program.  Some also put a shortcut on the Windows desktop.  Double-clicking on a shortcut to a program is the equivalent of navigating to the program's folder on your hard drive and double-clicking the *.exe file that the shortcut points to.

You can delete a shortcut to a program with no effect on the program itself.  And, you can create a shortcut to a program (or any file) by right-clicking on it and choosing "create shortcut", and then you can rename and/or move the shortcut to wherever you want (to the Windows desktop, for example).

Also, when you install a program to open/edit/play a certain kind of file (for example, WinAmp to play mp3 audio files), you can run the program by double-clicking on a file of that type (for example, double-click an mp3 file, and the WinAmp program will open and begin playing the file).

So... to run that program that you just installed, you just have to 1) double-click the desktop shortcut to the program, 2) find the shortcut to the program on the Start menu under "Programs", or 3) double-click on a data file that's associated with the program.