The self-extractor copies the installer (+payload) to the path %TEMP% - Which on Vista translates to
%root%\Users\[username]\AppData\Local\Temp\[some folder name]
You need to run the self-extractor to the point the installer app starts and then look in that folder to see what's appeared.
If you can't see that path in Explorer, it's because you've got "Hidden files and folders" set to "don't show".
Alternatively, you can download the OSX installer .zip archive and dig out the win dlls from there. Our installer app is cross-platform, we just deploy a self-extractor for windows users as it cuts down on support requests.
"I was great engineer once, but then I took an arrow to the knee..."