1. go to
openttd.org
2. click Download stable (version) or Download testing (version)
3.choose win32 or 64
4. click Windows XP / Vista / 7 (type) (installer)
5. when open the window, click OK
6. click Next >
7. click I Agree
8. click Next > 2 times
9. click Install
10. wait and click Next >
11. click Finish