The "toolkit" you make reference to is a CodeWarrior 10.2 update, it is not an executable file, you need to install it from the CodeWarrior menu in the following manner:
1 Open CodeWarrior 10.2
2 On the upper tool menu click on help > install software
3 Click on the add button to the right of the work with address bar
4 A new window will pop up, click on the archive button and navigate to the root folder where you saved the update file and click ok