Six files are made available with each release:
To use Autopsy on windows, download an msi and run it. That is all you need to do. The 64-bit version can use more of your physical RAM and should be faster.
Autopsy 3 is Windows only and comes with an installer. You do not need to download or install anything else. It is entirely self contained.
Autopsy 2 runs on Linux and OS X and can be downloaded from here.
See the Support page for details on reporting bugs.