1. Find your downloaded file and double-click on it.
That will begin the installation process.
2. Follow the installation process through to the end.
Eraser sits on your Taskbar. You can right click on it to reveal the menu.
Eraser also works inside Windows Explorer i.e. you can right click on a file/folder and select Erase.
Having installed it, I suggest you have a read of the help and also the FAQ page http://www.heidi.ie/eraser/faq.php