What should I do?
I cannot see the image that you added to your post. However, to install Optmum for GAUSS, from the main GAUSS menu select "Tools->Install application". This will open a wizard which will guide you through the (simple) process of installing a GAUSS application.
One of the steps is to select the file which contains the uninstalled application you which to download. In this case it would probably be the file app_op_3.1_WIN.zip. If you cannot see the buttons to advance through the steps, you might need to make the Application Install Wizard window a little larger by dragging one of the corners.