You’ve downloaded the correct file, but it’s a command line tool. So no fancy coloured buttons here. 
You can find the documentation (which can be really overwhelming) here:
https://ffmpeg.org/ffmpeg.html
A while ago @john-geehreng was so nice to share his settings with me:
I’m not on 2022 yet, therefore I don’t know how what the implementation look’s like, but I would assume, that you get a list of the current selection, specify the location of the ffmpeg executable and can then pass items from the list directly onto it. But that’s just a guess, as I haven’t seen it yet. Maybe someone can send me the example file and I can have a look at it.