Run the dowloaded .exe file. The installation wizard will start and guide you through the installation steps.
You might need administrator permissions or extended user permissions to install applications on your computer. If these permissions are controled by your system administrator, contact him/her to be able to continue the installation.
You will need to accept the user license agreement, choose the place for the program on your computer hard disk (or leave the default one), create (or reject creation of) the icon on your desktop.
After all the actions are completed, the installation process itself will start. It might take some time (up to several minutes) depending on your computer speed.