Click on the DOWNLOAD NOW link
When prompted, save the file to a place on your computer you can easily find later (your desktop, for instance)
Once the download is finished, find the file and double-click on it
The ticker will install itself automatically and start running right away.
The CBC Olympic Ticker works best with a constant connection to the internet, and is designed for Windows-based systems only.
The ticker will install Macromedia's Flash plug-in if it's not already installed on your computer.
Did you check out the one on the NBC page?