Always try to choose the latest stable and supported version.
deb files are for Debian-based GNU/Linux distros including Ubuntu. They can be converted to formats like rpm for other distros using alien.
Windows versions will usually come as a ZIP file, which you have to uncompress in order to run install.exe or setup.exe inside it.
If the version you need is not available for your platform (OS and architecture), you can try downloading the source code and compiling it by yourself.