The download links can be found on this page.
Run the installation package and follow the simple wizard:
Once installed use a local web browser to connect to the running server on the default port 2904. ( http://localhost:2904 )
The login screen will be shown. Provide credentials for a local/domain Administrator level user to proceed.
Click 'Login' and you will then be prompted to select a security level to complete the security configuration:
The recommended security level is Simple Setup for internal and test installations and Secure Setup for production environments.
Note: These security settings may be changed at any time from the Settings page of the Management Console.