If you are talking about OFS downloads the .exe is a Windows installer.
7z is kind of a zip-format created by the open source zip-utility called 7-zip (https://www.7-zip.org/). It is completely free to download and use. Snap is for Linux I think.
So for a first time OFS user, download the .exe. More details about installing OFS can be found in a 2 min video tutorial. You also have a second video showing the basics of scripting in OFS, but it can probably be easily adapted for JFS as well.
https://discuss.eroscripts.com/t/how-to-script-in-openfunscripter-video-tutorial/16637/1