@andreja, thanks for giving Duo a try.
The options for deploying Duo are dependent on what services or applications you want to protect with Duo MFA.
Duo MFA is a cloud service (there’s no 2FA in a box for you to deploy on-prem), but in order to add Duo authentication customers often need to install a client or other piece of software in order to make the connection from their device to Duo’s service. Some of these are .exe installers, and a few come a Docker containers.
I recommend you take a look at our documentation page Duo Security Documentation | Duo Security to see if we have step-by-step instructions for your service or application. Those instructions will tell you exactly what you need to install to complete deployment.