http://our.umbraco.org/contribute/releases shows the latest and all other available umbraco releases.
Under the 'Current' heading, you will find links to the most recent stable release detail page where you can grab UmbracoCms.X.X.X.zip which are all the files you need to go through the process manually.
One of the absolute best things about umbraco is that it's so easy to spin up a new isntall this way!
Important! Before you unzip - be sure to right-click the .zip file and open the properties page. There will be an option to "Unblock" - be sure to click this or you may well experience issues with the dlls.
Unzip these files to where your webroot will be, set-up your IIS site and open in your browser - umbraco will automatically pick up that you need to do 'the install' and take you through a few simple steps that set-up the database and your admin credentials. There are no exe's or installer files - it's all embedded, more-or-less, in the site. A good practice is the remove the [/install/] folder once you've gone through these steps. Umbraco has some installation documentation here if you want to see all the various ways and steps available to install an umbraco site. -I prefer the .zip way described above, but you can also go the NuGet route too.