I have found a guide of cisco:
https://www.cisco.com/c/en/us/td/docs/net_mgmt/cisco_configuration_professional/guides/CiscoCPqsg.html
In that guide they say to download the zip file and further they say:
"All users locate the installation file Cisco-config-pro-k9-N_N-ln.exe, where N_N is the version number, and ln is the language. For example, the installation file for English language Cisco CP 1.1 is Cisco-config-pro-k9-1_1-en.exe."
But in the version 3.5 (the version on software.cisco.com) there is no .exe file
(maybe it was better to post my request on the LAN forum)