The first step is to download the installation file. (That would normally go into your 'Downloads' folder unless you've configured your computer differently).
Then you need to run that program in order to perform the installation (by double-clicking on the file you've downloaded).
Then you can find the actual program by following my post at 1820.
Have you actually installed the program or are you still looking for the set-up file?
If you've installed it my post at 1820 is still relevant.
If you're still looking for the set-up file then (in Chrome, Firefox and most other browsers) pressing Ctrl and J together will show you everything you've downloaded and you can run the installation from there. (If it's not there, re-download it and then press Ctrl-J to find it).