Aeron EA runs noly on the Metatrader Forex trading platform. It seems, you have not installed the metatrader(MT4) terminal in your computer.
Aeron EA works with brokers, who provides MT4. There are numerous brokers who are providing MT4. Followings are a few of them:
Gallant (
www.gallantfx.com)
SIG (
www.liteforex.org)
InstaTrader (
www.instaforex.com)
Prime4x (
www.prime4x.com)
Alpari UK (
www.alpari.co.uk)
etc....
Go through the any of above website, and download the metatrader terminal
Install the metatrader terminal in your PC
Run the terminal, Goto menu: Files > Open Account
now close your terminal, and follow the steps in manual, now you will find the Experts folder.