At first create a folder for Bench on your harddrive or a thumbdrive.
Then download the setup program BenchSetup.exe.
The current web browsers are quite protective if it comes to downloaded executable files. That is why they flag the downloaded program to inform Windows about the potentially unsave origin of the file. To remove the flag, open the properties dialog of the file in the Windows Explorer and approve of the file, to allow execution.
Now simply run BenchSetup.exe and choose the folder you created for Bench
in the next dialog.
Then follow the steps in the initialization wizzard.
After the wizzard is completed, the required apps for Bench are set up,
and the Bench Dashboard pops up.
You can find a more detailed description in the tutorial for Setting-Up Bench.