Hi.
This isn't a Technical Support issue, so I've moved it before that Moderator grumbles about it.
From the http://www.shipsim.com page, select "downloads & patches" link (on the lefthand side).
Depending on whether you have V1.0, V1.1 or V1.3 or later, slect the relevant mirror (there are three or four links available for each version).
Download the file to a suitable location (e.g. to your desktop or downloads directory etc).
Once the download is complete, just run the file (Start button, run, navigate to the place you stored the file and select it).