Hello,
Alright, seems you have downloaded all the files provided for you to download.
Let me make you understand.
Symantec_Endpoint_Protection_12.1_Full_EN.exe- This is the compressed executable which includes the Entire Softwares i.e; SEPSBE 12.0. which includes installation for SEPM, SEP (32 bit / 64 bit) , SEP for MAC and SAV Linux.
Symantec_Endpoint_Protection_12.1_Tools_and_Documents_EN.exe - Is the Compressed Executable with all Tools (Supported and Unsupported) and Documents, which you can use for troubleshooting and other purposes.
Symantec_Endpoint_Protection_12.1_Win32-bit_Client_EN.exe - Is a SEP Client 32 bit provided for Testing / Production purposes incase, you want to use it as unmanaged.
Symantec_Endpoint_Protection_12.1_WinSEP_SEPM_EN.exe - Is a SEPM provided for Testing / production purposes.
Usually, I would recommend you to Download the Symantec_Endpoint_Protection_12.1_Full_EN.exe and Symantec_Endpoint_Protection_12.1_Tools_and_Documents_EN.exe as it includes everything you may need.
Hope this Helps!!!