The one I use is an .exe file, so it is a matter of clicking on it and the
rest is done.
Just checked, the one here at SUBSIM also is an .exe:
Here, though it comes in a compressed format. Download it and unzip
with winrar or winzip, from there you will see a read-me and the .exe file.
Install Commander first, than run the .exe
As mentioned, it will do the rest.