It's a driver. When you connect your scanner to the computer and put it in Serial mode (hit the ./no key), it will search for drivers. When given an option, tell it you want to install manually and point it to the place where you unzipped the files to.
If you still have trouble, I'd suggest looking on Google on how to install drivers, or search the forums here, as lots of people have posted on the same topic.
You won't be able to connect to any software on your computer (except Sentinel) until you install the drivers.