Aye, the downloadable files are the server files themselves and are only required if you want to setup and run a server..
To play on other servers, all you need to do is connect to the login server and play. Depending on your patch version and the version of the server you are connecting to will determine whether or not you can connect. If your patch version isn't the latest, you can't play on the 5.7-DR4 servers. There are some servers which may patch you to the correct version of the client if you use their patcher. Best thing to do is go to the servers website and look for posts on starting with their server or how-to articles to see if they have a patcher available.
Hope that helps.. As for setting up a server, if that is what you are trying to do, go to the tutorials forum. There are several awesome tutorials out there explaining how to set a server up. :P
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