first off, welcome to PS. secondly, be careful, the devs have warned us about off topic posts here, this I think, should be in the newbie forum
now on to your problem, my experience is in windows, so I don\'t know if this applies to you, but here goes...
all your files should be in a single file, if they\'re not, move them into the same file together, then you double click the run me first file, and if it works, you\'ll now have an executable file, double click that, and it will run an install wizard, which will create the client, most likely in your program files
and again, welcome