You're right, there isn't a setup installation program for this driver. So this one must be done manually, which is not hard.
First, just extract the zip file anywhere really, but just know where it is. Extract it and keep the Windows Explorer window open to remind you where it is.
Next, open Device Manager, and open the entry for the Atheros network device. You should see a Driver tab at the top of the Atheros properties. Click on the Driver tab, and then find and click the Update Driver button.
You should get two options on the next screen, click on the Browse my computer for driver software.
At the top of the display, choose the Search for driver software..., by clicking the Browse button. You want to get the folder with the extracted Atheros driver files in the folder display.
After that, just follow the prompts to finish the installation. Let us know how it goes.