is to place the file on the server - preferably in a directory of its own for neatness - and then create a hyperlink to the file on your web page. You could type "Click here to download" then highlight the words "Click here", and create the hyperlink to your file.
Your visitors' browsers will offer them the download dialogue box automatically.
Be aware that many people will be wary of downloading any file with the .exe suffix, especially if it's a screensaver. Screensaver downloads have a bad reputation for containing malware.