The zclassicd.exe is the file that you need to download and run - this will start a full ZClassic node.
Things you need in addition to this are a Zclassic directory - this will be created for you when you first run the exe and is located at c:\users\%username%\AppData\Roaming\Zclassic.
A zclassic.conf file - there's one in the repository to get you started, this should be placed in the Zclassic directory mentioned in the previous paragraph
A ZcashParams directory, located at c:\users\%username%\AppData\Roaming\Zclassic, with the Sprout proving and verifying keys - a one time download
If you already have these then there's no need to download again but make sure they're copied into the stated folder
Optional, the blockchain which can be downloaded from here...(to be uploaded still) This is the quickest way to get your hands on the blockchain complete to 12th March 2018