you've done everything right so far.
The version of exiftool you downloaded is a commandline tool. When you run it (doubleclick it) it opens a DOS command window (the black box).
The program itself is completely driven by command line options. Very few people use it that way and type in all the options by hand.
That's why the various scripts exist, which provide a graphical user interface to control exiftool.
Check out these script on the scripting wiki:http://wiki.photoolsweb.com/index.php?title=Category:Ext.Prg._ExifTool_Scripts
exiftool is so popular because it is a very solid implementation of all sorts of image meta data standards. it lets you read and manipulate EXIF, IPTC and XMP data. Additionally it understands a lot of manufacturer specific codes (so called maker-notes).
The command line nature of the tool makes it easy to integrate with other programs and the underlying code forms the basis for EXIF support in many other windows-based programs.
Hope that explains the hype!