The USB memstick image is meant to be written to a USB flash drive before use and includes an installer that installs pfSense software to the hard drive on your system.
If you purchased a Netgate product, refer to the product manual for your appliance to see which reinstall image you need. The Netgate ADI image only supports a serial installation from memstick and does not come with VGA option. The amd64 architecture (which works even on Intel 64-bit CPUs) can address more memory and may have other performance advantages, but requires a compatible CPU. If you have a 64-bit capable CPU, use the amd64 version. You can determine the files needed for your install by reading the rest of this page for guidance.