You don't really "install" AdvancedHMI. You develop your HMI in Visual Studio, then when you build it, you get a directory that contains all the supporting files, including an AdvancedHMI.exe. Running the .exe will run your application.
The folder will be /AdvancedHMI/bin/Debug. If you plan on running the application on a different machine then you developed on, copy the entire Debug folder over to the machine that will run it, then run AdvancedHMI.exe.
That's the basic idea, if you need anymore detail, let me know.