What version are you trying to use?
What os do you have, windows 98? XP?
190 (and before) is a DOS ap so it really doesn't work in XP.
The files above you don't need to run, the first (agsetup) allows you to tweak sounds and such, the next three are self extracting exe's that give you the base exe files for the program, so if you have them (like zquest-w.exe) then you don't need them, and the last 2 are the DOS files, which you won't need unless you are trying to run it in DOS.
The link I supplied gives a step by step as to what to do, like opening zquest-w.exe first and playing a midi so it will write you an ag.cfg file
If you have all the files other then what you mentioned you didn't have then go to the folder and double click on zquest-w.exe and see what happens.