It is not installer, it is already executable that needs to be copied somewhere (for example “c:\gitea\gitea.exe”) and than follow docs to install it as service: https://docs.gitea.io/en-us/windows-service/
Thank you for sharing your answer. Made the same mistake. The service did not start because I didn’t install git on the server. Followed the following good instructions: https://adamtheautomator.com/gitea/