Download the exe and run it.
If you are on linux, dowload the jar file and install java if you haven’t done so yet, and run it with java -jar path-to-jar.jar
You then have to configure your browser to use a proxy: https://geti2p.net/en/about/browser-config
You may want to look at the hardware that according to the FSF respects your freedom: https://ryf.fsf.org/