It depends on if you have windows or apple, but with windows, you just hit the download button on the previous page. I usually open the downloads folder and move it to my desktop so I can find it easily. Then you need to unzip it, again I usually just do that right to the desktop. Then after it's unzipped you open the folder and find the game that should be listed as see thru: Need a friend.exe, double click that and it should open to the game's main menu.
I hope this helps, if you need more help, just let me know.