You bought one product out of a suite of three.
you need to install EEM onto your management server - this is the core manager for all three products.
Then you need to install the EEPC management component (the other download) on top of EEM to add support.
You'll create the package you install on your endpoints from within EEM once you get it all set up.
Your full licence key would have been sent to you separately (an .slc file) - you need to add that into EEM once you get it running.