Interesting. I guess there are two SAP stores: SAP Store | Welcome and https://store.sap.com/
I was searching the first and didn't find the HANA client.
The store you found looks likes it technically a trial version and I didn't even think we offered a trial of the HANA client any longer.
I download from the same link as you and I get the same single file that doesn't seem to be formatted for Windows. I'd almost think this is the Linux client since its in a .gz. That's odd as we normally distribute Windows archives as .zip or .sar.
I'd really suggest using the Service Marketplace link I provided earlier instead.