That's the gateway CD and it contains the Database Gateway for ODBC.
In addition I want to comment your previous update with the listener status - this listener does not even have a service for dg4odbc. So when you install DG4ODBC into its own, separate ORACLE_HOME, please make sure you configure another dedicated gateway listener in the C:\product\11.2.0\tg_1\network\admin directory which has a different port setting (different from the 1521 port used by XE) and also use a different name for the listener. Then manually start it for the first time using lsnrctl start <gateway listener name>.
Please be aware that DG4MSQL is not for free. You have to purchase a license for that kind of gateway. Only DG4ODBC is the gateway which you can use for free as its license is included in the Oracle database license.