Somebody downloaded it. That's the only way for it to get there. Note however that you wouldn't have downloaded the exes as it doesn't ship that way. Instead you would have downloaded the archive file and then extracted them to here. Nothing in the downloads folder is needed permanently. This is just where your browser downloads files to. If you don't want or need them then remove it. You can also do so through the browser window (at least for Edge).
If you don't need process monitor then you can remove it. If you do need it then I recommend you move it someplace else. It doesn't matter where but if you want to be able to run it easily then perhaps someplace easily accessible like your documents folder or perhaps a utility folder that you have created. Doesn't matter though.