You are partly correct. A person with the right skills could look at the downloaded files to figure out what it does and even make modifications to them. You can not hide anything secret in these files. However the files you download are not the source code but the machine code. This is a very heavily manipulated code which have been optimized to be read and understood by the CPU, not humans. It is very hard for humans to understand this machine code, not impossible but very hard.
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