Your download should have already started. If not, click here.
The file you are downloading is a Windows installer (msi). Run it and it should take care of everything. By default, it will install to your home directory.
Run the installer as a regular user (you), not an Administrator. Administrative privileges are not necessary.
After running the installer, you're ready to go. See the quick start guide for some tips.
To remove BERT, use Add/Remove Programs (Programs and Features) from the Windows Control Panel. Select BERT in the list and click Uninstall.