lynx browser install on XP machine:how to?

Here is a bonehead question for you guys.

I am running XP home and I downloaded the lynx browser, lynx2-8-4.

How do you install it? And once it is installed how do you use it?

For all I know I have already installed it. I opened some files, double clicked some files, one of which opened the command prompt for a second and then it disapeared.

I suspect the answer is simple, so thanks for helping this simpleton.

Doug