Hi, I downloaded a font that I wanted to use and I have a folder of it, but its only a preview. I clicked install and installed it, but I don't know where it is. I can't exactly look at the type of file, such as .exe, png, or .ttf so.. Is there something that I did wrong?

Have you already read that ? http://www.dafont.com/faq.php#win

Yes I have.
But what ever they had when they explained how to download, I don't have it.
I don't have a window that pops up that says open, or anything like that. Just a folder with the preview and license.

you just opened the zip file, that probably looks like a folder to you.
drag what you call "the preview" to your desktop, then double click on it and install it.
You'll then be able to use the font in any software you'd like

And try to disable the Windows option "hide the extensions" (I don't know how to do that with W7) to know exactly the type of files that you use.

Hidden file extensions make it easier to rename files. Most people can recognize a file type by the icon.

That is, oh wise owl, when they understand what the icons mean. Always better to not to hide the file extensions. Only one problem with that, one has to understand the basics of one's operating system. As like understanding which tool to use to get a nail into a piece of wood. A saw? Or maybe a pair of pliers? Or even maybe a hammer?

Except if many extension point the same software and thats not possible to make a difference between JPG, PNG and BMP, or between XLSX and XLSM, or between AVI and MP3, etc.

And, with some ZIP software, it's difficulte to make a difference between ZIP file and folder.