The OpenJDK is an open-source project. It is imperative to understand that the project is only source code. If you want to run a Java application, you will need a binary distribution of the JDK to install on your machine.
To use an analogy, this is like Linux. Linux is an extremely popular open-source operating system kernel. To run applications on Linux, you require a binary installable distribution like Red Hat, Ubuntu or SUSE. The same applies to OpenJDK.
There are multiple OpenJDK distributions from which to choose. Although built from the same initial source code, these distributions vary by the features they offer as well as levels of maintenance and support.
Check out Foojay's download page for a long list of OpenJDK distributions.