I bet what you downloaded is a .zip
file with no installer in it (probably named libusb-win32-bin-1.2.6.0.zip
). The reason is that you don't have anything to install to have it work.
You only have to unzip it and then, add libusb-win32-bin-1.2.6.0\include
to the include directories of your project using LibUSB. Then, you will have to add libusb-win32-bin-1.2.6.0\lib\msvc
to the libraries used by your project. If you don't know how to do that here is a useful link to have it work with MSVC 2010.