https://github.com/ninja-build/ninja/releases
I have downloaded the ninja-win.zip folder and extracted it. When I open it, there is a single .exe file in the entire folder. When I double click it a cmd window flashes for a split second. I have also tried running it as administrator, but the same thing happens. What I don't understand is, what am I expected to do with this .exe file?
You must open a terminal (cmd.exe on Windows) and type something like ninja -f /path/to/buld/file. You may also wish to modify the PATH environment variable so that Windows knows where to find the Ninja executable, depending on your setup.