At any time, you can download a copy of LinkEX from http://linkex.dk. Click the Download menu, to find a list of all the latest releases.
The most recent, also the recommended release, is also available as an archive in ZIP and Gzipped Tar format.
In almost any case, you would want the most recent version.
When you have LinkEX installed, you can upgrade to any newer version directly from the admin interface, with a simple click.
Extracting the archives
Microsoft Windows has a builtin extractor for ZIP files and on most modern UNIX/Linux system has support for Tar and Gzip.