I downloaded It extracted but did not install

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no idea, what you expected, but it's just a set of libraries, dll's and headers. (nothing will show up in your start menu or such)

try to remember, where you put it, and search there, again.

All I can find is the files I downloaded. It is still in the downloads file. How do I get it to install?

You must take note of where you extract the files. It creates an open cv folder. Just search for it. You can also clone a repo with tortoisegit from github. Right click the folder and "clone". To use the library you can use your favorite IDE to refer to Opencv. That's to say you import the open cv library to whatever IDE you're using. For instance if your using net beans , you want the open cv x.x.x.jar file to be a global library and the open cv x.x.x.dll to be your Java library path. Then, when you're writing code, you import modules of interest from open cv into your code. For instance ,import org.opencv.videoio.videocapture, and then make an object of the module like so: source = new videocapture(0).

I am still thinking he is expecting an executable, which OpenCV does not have :D