The download file for DPA on Windows is a .zip file that contains documentation and the setup.exe file. To install DPA, run setup.exe. If there are permission issues, check that you have administrator rights.
When the installation is complete, use a browser to access the URL specified at the end of the installation. This starts a wizard for creating the repository and registering database instances to monitor. If a browser is used from your desktop to the server where DPA was installed, ensure proper firewall ports are open. Port 8123 is the default.