Download the lasted installer version to your computer. It can be found at the main thread of the extension:
Install it wherever you want, but not too deep into the Elite: Dangerous® folder. I suggest to install it to your game drive, like D:\TCE.
If you want to install EliteOCR, please download it from EDCodex and install it. But it is only required, if you don't want to use EDMC. EliteOCR has a min. resolution requirement of 1680x1050.
Now you are ready to start the setup.
Only delete the installation folder and the shortcut from your desktop.