Oracle 11.2.0.4.0 32 bits full client installation
This is not an Oracle, but a Microsoft Windows issue. When you install a 32-bit ODBC driver on a 64-bit operating system, and try to configure ODBC data sources from the Start menu or Control panel, it opens the utility (C:\Windows\System32\odbcad32.exe) for managing 64 bit drivers and data sources with them.

If you want to manage ODBC with a 32-bit driver, run this instead:

C:\Windows\SysWOW64\odbcad32.exe


Newer versions of Windows offer 2 seperate menu entries for managing 32-bit and 64-bit ODBC.




  Why cannot Oracle have a simple installer where you install everithing
  you need?, instead of having to donwload multiple packages, merging
  them and running console installers.


Here is the full, graphical installer (win32_11gR2_client.zip) for 11.2:

http://www.oracle.com/technetwork/database/enterprise-edition/downloads/112010-win32soft-098987.html

The 11.2.0.4 version can be downloaded from https://support.oracle.com/ with a valid support contract, which is required for downloading updates.