Download the lasted installer version to your computer. It can be found at the main thread of the extension:
Install it wherever you want, but not too deep into the Elite: Dangerous® folder. I suggest to install it to your game drive, like D:\TCE.
Now you are ready to start the setup.
Hint: If you have trouble starting TCE with the desktop shortcut (e.g. nothing happens thereafter), most of the times the problem is your installed security suite. TCE is a third-party application and not digitally signed by Microsoft.
Add an exception for TCE to make it run on your system.
Only delete the installation folder and the shortcut from your desktop.