About dfu-util v0.8, amongst these files you’ll find a folder win32-mingw32 and in there you’ll find a bunch of EXE files and a DLL.
I don’t know which browser you’re using, but on Chrom you should be able to right-click on the folder and should be able to Link save to ... (in other browsers something similar should be possible).
Once you’ve downloaded the folder you can put that wherever you want and need to add the new location to your system PATH.
Not asked this before, but you are not happening to be using WEP for your WiFi?
If so, you might be interested in reading this
How to setup WEP secured network on the Photon