In this section of the forum you may see some patch files. Such files cotain source code
and thus can not be executed. They are made to make changes to the source of Simutrans to add functionality or to make changes in order to solve bugs.
If you want to try the changes made by a patch file, please have a look at http://patches.simutrans-germany.com
where binaries (which actually can be executed) are placed. Sometimes in the thread of the forum announcements of werniemann or someone else may be found, which say where you can find binaries.
Or, if you want, you can of course compile your own copy of simutrans where this patch file can be integrated in the compile process. Guidelines to compile simutrans on windows can be found here: http://forum.simutrans.com/index.php?topic=652.0