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#1
If you double-click the .exe file from an administrative login, it should install itself for you. But first, you can check status in Windows Features/Programs and Features/Control Panel. As you can see from the top of the listing shown here, my PC has .NET Framework 3.5 already installed:
There are many ways to do this. This TenForums Thread shows how to use DISM to install .NET Framework 3.5 (see post #2).
HTH,
--Ed--