Web Connection is installed from a self-extracting EXE file that allows you to unzip the program files into a directory of your choice. The files extracted are the actual installation files so put these files into a permanent directory, not your temp directory.
Once unzipping is complete the program will automatically launch into the Web Connection Setup program. If this didn't occur automatically you can start the SETUP.EXE program from the Web Connection installation path. This program is required to configure Web Connection for your current Web server installation. Press F1 at any time for detailed instructions on the available options during the install process.
The files unzipped are the Web Connection framework files and your starting point for the installation. Web Connection requires two sets of directories:
These two paths should be completely separate - the Web path underneath the Web root and the application path whereever you choose to install it. Under no circumstances should these point to the same locations.
Other than first installation you don't need to know how this works. Use the defaults and all of this will be set up for you. If you change the defaults and you don't know what these values mean you can run into trouble, but then the issues are described for the help topics for the Setup Wizard.