Click on one of the download links on the download page.
With most browsers, a window will pop up asking you if you want to 'open' or 'save' the file. Choose 'Save'.
Your browser should then ask you what folder you want to save the file in. Usually it will automatically go to whatever folder you last saved a file in. It is a good idea to create a special folder (called C:\downloads, for example) where you save downloaded files. Then you will always know where they are. When this window appears you should also make a note of the name of the file - you will need to know that to find it later.
Your browser will then begin downloading the file. How long this takes depends on the size of the file, the speed of your modem, and the level of internet traffic at the time.
When the file is done downloading, start Windows Explorer (not Internet Explorer) and go to the folder where you saved the file. Double-click on the name of the file (for MightyFax, this would be "MFSETUP.EXE" , although you may see it simply as "MFSETUP" without the ".EXE" extension, depending on your Windows settings).