To install DCP-o-matic on Windows, download the installer from https://dcpomatic.com/ and double-click it. Click through the installer wizard, and DCP-o-matic will be installed onto your machine.
Use the 64-bit installer unless you are using a 32-bit version of Windows. You may find that DCP-o-matic crashes if run the 32-bit version on a CPU with more than 4 cores.