Please check the installer package against the MD5SUM file to make sure it has not been tampered with. (One way to do this is to download the digestIT software, right click on the IMP installer package, select "digestIT 2004", then "Verify MD5 Hash" and paste in the line for the IMP .exe file from the MD5SUM file.)
The MD5SUM file in turn is signed with this GPG key; you can check to make sure this has also not been tampered with using the GnuPG software.
The installer will install the IMP libraries and their Python interfaces in a directory of your choosing on your Windows machine.
If you want to use the Python interface (e.g. if you want to run any of the example Python scripts) you will need to install Python 2.6 from the Python website. Note that no other version of Python will currently work with this binary installer. One way to use an IMP Python script is to open it in the Python 2.6 'IDLE' frontend and hit F5 to run it.
Note that the IMP Windows package does not currently include the 'foxs' command line tool for small angle X-ray (SAXS) fitting. This will be remedied in a future IMP release. For now, please use the web interface or install IMP on a Linux machine.