Weird problem

The client is a jar file, it should run automatically if you double click it. Maybe try going to downloads on Chrome, and clicking on the client's name. Check if you have the latest java version, when the latest update was released it gave Doyoy client problems. There's also around 5 billion threads about problems connecting, you could check them out. I've never had problems with the webclient or downloadable client, so I can't help you more with this.