Which directory did you save the "flasplayer-installer" to?
Open up a new terminal session, cd into the directory you saved the file to.
In this directory now type, ls -l
It could be that your file has been tar'd or gzip'd, from wherever you downloaded from.
If the file is called flashplayer-installer.tar.gz (or similar), try this
tar -xvzf flashplayer-installer.tar.gz
This will extract the installer file to the current directory.
Do an ls -l once again to confirm the file is there.