The Windows installer is an executable program that will install Python, Zope, and Plone. It sets up Plone to run as a service (meaning that it runs in the background) and includes a controller program to start and stop the service and perform major configuration.
The Plone Windows installer you've downloaded should have a filename like
Plone-3.2.0.exe. The filename will be specific to the Plone version, and may also include a build number for the installer version. Open this file to run the installer.
This should bring up a welcome screen. The Windows installer follows the standard Windows installer wizard format. You should click on Next to continue. The second page of the wizard will ask you ...