Alter-Ego VST and .win format

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So, I'm super new to LMMS, and I barely know how anything works. I've gotten the hang of downloading VSTs, and I read about Alter/Ego, and I really want to try it out, but I'm not sure how to get that one to work. It downloads as a.win, but I only use .zip. Not sure how to get it downloaded. Any help?
Are you on Linux or on windows ?
I'm on Windows.
After you downloaded the .exe file, you need to run it ( double click will probably work )

After this find the folder were the .dll file is located.

Load this .dll file with Vestige into LMMS. ( green folder icon on Vestige )


( Not all VST will work )