Pop up warning your flash player maybe out of date
If all you did is download an .exe file, you've nothing to worry about. It's a program for Windows, and it can't run on your Android phone. Just delete the file you downloaded to make sure no one copies it to a Windows computer by accident.

But if your router is infected by malware, don't use it at all. It can intercept and impersonate every website you use and visit. It can steal any login details you enter on websites and pretend to be you.