You need a host, such as Reaper, Cubase, etc. I use Reaper as it's easy to use and it's free. You need to find a VST and download the .dll file and locate it from the options on your host software. I'm not very good with explaining, sorry.
Whatever recording program you are using should have a "plugin" folder somewhere, you just need to locate it (it should be written in the read me/help file) and then put the .dll in there and you're good to go!