Hi Juggahnot, welcome to 128bit.me....
For your first question, I think the latest version of dolphin was better than other version.
And for your second question, if you download it from here usually it always archived and divided into few parts.
Usually the extension of the files would be like .rar, .zip, .7z, .0xx (xx represent number) and when you extract it you get your files that when you extract it you get files that depends on console games that you download.
Hope you enjoy your stay here =3