I'm a little confused as to how to install GOGs BG2. Could someone help me?

Option 1: GOG Galaxy
Run Galaxy, click on your game and click install. It will do it all for you. Then run the game from the client.

Option 2: GOG Downloader
Find the GOG Downloader links on your account (under the "MORE v" box) and use those to get what you want. Click the magnifying glass when it's done and then double click on the .exe file.

Option 3: Download all of the game files (Baldur's Gate 2 Complete (Part 1 of 3), Baldur's Gate 2 Complete (Part 2 of 3) and Baldur's Gate 2 Complete (Part 3 of 3))

Double click 1MB file .exe file and the game will install.