Download the most recent version of FreeDATA´s Windows Installer from GitHub: https://github.com/DJ2LS/FreeDATA/releases. Choose the .exe file, download and run it. There is no installation directory to choose, as it will install automatically in user context.
Get a copy of the Hamlib-Installer: https://github.com/Hamlib/Hamlib/releases. Use a setup appropriate for your machine (w32/w64). In most cases, the latest available version will be the right choice. Run the installer. In most cases the suggested installation path should be ok.
Next, follow the setup guide you find here: https://wiki.freedata.app/en/usage/configuration-all-os