After you've downloaded CHESSBD's self-installing executable,
run it:
Under Win3.1,
select File|Run under the Program Manager; or
under Win95,
click on the Taskbar Start>Run.
Then in either case,
enter the full file name of where you downloaded it,
including the directory.
This will begin the installation process.
Answer any questions that are asked.
(If it says "cannot find install.cfg", that means
your download did not complete --- download it again.)
After installing, try running CHESSBD.
Under Win3.1,
double-click the chessbd icon under Program Manager;
or
under Win95,
click on the Taskbar Start>Programs>Chessbd.