I'm going to go out on a limb and suggest that you're really really new to Linux. First, Linux doesn't run EXE or MSI files, at least not without Wine. The files you're looking at are Windows only. What you need is the Linux version of nodejs.
On Linux, you can either install nodejs via the package manager, or you can install it directly from nodejs, just get the version for your platform.
Now, you didn't say which Linux distro you're using, which is helpful information, so let's assume it's Ubuntu...
Instructions to install nodejs via package manager:
sudo apt-get install python-software-properties
sudo add-apt-repository ppa:chris-lea/node.js
sudo apt-get update
sudo apt-get install nodejs npm
Alternatively, you can install nodejs by downloading the latest version and following the instructions at w3Resource.com:
- Download from the nodejs downloads page. You want the Linux binaries, not Windows.
- Unpack the tar.gz file
- cd into the unpacked directory.
- run './configure' without the quotes
- run 'make', without quotes
- run 'make install', without quotes.
Once the install is done, check to see if the install is successful by running 'node --version', without the quotes. You should see the version number output, if it's successful.
Lastly, from the images you posted, it looks like you're using a host that gives you access to a cpanel, instead of giving you direct SSH/Shell access like a professional host would, like Amazon EC2 or Rackspace. However, in this image, it looks like you may have SSH access:
To install nodejs, you'll more than likely need to activate SSH/Shell access, which is the Linux command line. This may even require making a phone call or email to support, as many of these cpanel hosting providers disable SSH by default.
Alternatively, you might first ask if they can install it for you, as some hosts will do this, depending on who you're with. (You didn't say, but I'm thinking Bluehost, judging by the last screenshot).