When the download is complete click the bottom at the bottom right 'View Downloads.' This will open a folder containing the download 'CastleLinkInstall_3.41.1' or higher.
Right click (click with right mouse button instead of the usual left button) and from the dropdown left click on 'Run as Administrator.'
Allow Windows to install the software.
Click the 'Next' button through the installation process and be sure to allow the driver to install if Windows asks.
Castle Link software is now installed. Go to the desktop, there will be a new blue icon that says 'Castle Link.' The icon opens the program like any other program installed on your computer.