The same way you would with any PC. Download it to your PC, remember it downloads to. Click on the file and follow the instructions it gives you. When installing, it will ask if you want a Desktop Icon say yes. This will save you having to delve into your C: drive looking for it.
Also and most importantly, when it is installing you must stay alert for many software downloads these days try to slide unwanted addon's past you. Like for instance toolbars. Make sure you read everything and untick the boxes of anything you don't want.