GameMaker Server X.X.XrX - Studio (All/Windows).gex

this may be a very dumb question, but I am trying to get past this point. I can not seem to find this file to add extension so I can connect to server. "GM:Studio: To add an extension, right-click "Extensions", select "Import Extension", and load the "GameMaker Server X.X.XrX - Studio (All/Windows).gex" file (the file can be found in the download). Make sure the file type, in the list box in the bottom right corner of the window is set to "GameMaker Legacy Extension". You should load the Windows file if you do not plan on releasing your game on other platforms. If you do plan on releasing on other platforms, select the All version. This version will also work when exporting to Windows. This can easily be changed later on." Seen this and it says file can be found in download but not sure where. It is not in my GameMakerStudio1.4 folder.