Based on what you asked, I think you have a misunderstanding about how downloaded programs are installed. I'll try to explain it for you.
When you download a program from the Internet using a browser, it usually gets deposited in your "My Downloads" folder (it could also be named "Downloads"... doesn't really matter). When you first run the program, you are launching that downloaded file, but what it does is extract files onto your computer and then install them in your "Program Files" folder. After it is complete, there is usually a shortcut on your desktop and almost always a folder for it under the "Programs" start menu. For future use, you'll start the program with that shortcut, not run the downloaded file again (which is just for installation).
At this point, that downloaded file is no longer needed. You are free to delete it if you wish. At a later point in time if you wish to remove the program, you use the "Programs and Features" link in the Control Panel, which shows you all of the programs you have installed. You then select the desired program to remove and then click "uninstall". You do not need the downloaded file to do this.
The only exception to this is that sometimes you may download a program that does not install itself on your system. It doesn't create a shortcut, so you have to go to the downloads folder and click on it. What some people do is move it to another folder and create a shortcut to launch it from the desktop. I'm only telling you about this for completeness, but you might find yourself never downloading a program like this.
With something like Google Chrome that is very popular and always easily available for download, you don't need to keep the downloaded file because it's always there to download again (and usually you'll get a newer version). However, with some software that you've paid for to download, or software that is not guaranteed to always be available, it's good to keep the file. Why? Because you might uninstall the program at some point then later decide to install it again. Or, if you have re-installed your operating system, you'll need to install all of the programs again.
Note that you can make sub folders in your "My Downloads" folder, for saving off downloaded programs you intend to keep and might need to install again at some future point. This helps you distinguish between ones you're keeping and ones you may keep temporarily. At some point, if hard drive space becomes a problem, it's a common thing to delete off files from the downloads folder. You don't want to inadvertently delete downloads for programs you are intending to keep.
I hope that helps clear it up for you.
