In the download package, which you can find by default in the following location: C:\Users\<UserName>\AppData\Local\Microsoft\GFWLive\Downloads\
you will find a compressed cabinet file like the one shown below:
If you open this file, you will see the following items:
Select them all and then right-click and choose Extract...
Select a location where you want to extract the files.
To install the game browse to the location where you saved the files and click on Game.msi
. This will install the game. Note that you will get the DX9 error if you try to run it. To correct this, click on DXSETUP.exe
to install the relevant DX files.
Enjoy the game.