Once you have downloaded the installer from the web, choose to run it.
You will be guided through a series of Windows where you will mostly click on Next as shown in the sequence of images below.
Once the installer has finished you can run the software.
If this is the first time you have installed Pro8 you will be asked for your video format. The options are NTSC, which mostly covers the USA, Canada, parts of South America and Japan and Pal, which is pretty much everyone else.
If this is your first time running Pro8 on this computer you will be asked to register the software. See the Registering and Activation Pro8 article for more on this.