Installation
Download the lasted installer version to your computer. It can be found at the main thread of the extension:
https://forums.frontier.co.uk/showthread.php?t=223056
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 Elite Dangerous Market Connector (EDMC), please download it from here and install it. You can find a guide on how to use it in conjuction with TCE.
Now you are ready to start the setup.
Removal
Only delete the installation folder and the shortcut from your desktop.