Scroll down on that page and you'll see:
Express with Tools (with LocalDB) Includes the database engine and SQL Server Management Studio Express)
This package contains everything needed to install and configure SQL Server as a database server. Choose either LocalDB or Express depending on your needs above.
That's the SQLEXPRWT_x64_ENU.exe download.... (WT = with tools)
Express with Advanced Services (contains the database engine, Express Tools, Reporting Services, and Full Text Search)
This package contains all the components of SQL Express. This is a larger download than “with Tools,” as it also includes both Full Text Search and Reporting Services.
That's the SQLEXPRADV_x64_ENU.exe download ... (ADV = Advanced Services)
The SQLEXPR_x64_ENU.exe file is just the database engine - no tools, no Reporting Services, no fulltext-search - just barebones engine.