Missing MassEffect.exe file

I purchased the Mass Effect Trilogy two days ago. Just now, I downloaded and installed Mass Effect 1 for my pc. When I tried to play the game nothing happened. Nothing came up at all recognizing the fact that I was trying to open the game except that it supposedly synched with the cloud server. I looked for the MassEffect.exe file in C:\Users\James\Documents\BioWare\Mass Effect, but I couldn't find it. There's a config folder, a logs folder, and a ScreenShots folder but that's it. I then tried uninstalling and reinstalling the game, but again there was no .exe file that showed up. The download itself took awhile (about 3 hours or so). Any ideas?