Assuming you have retrieved one of the windvixx.zip files, you will have to unpack it at the <root> of some TDS conformant texmf tree like this one:
<root>/bin/win32 /texmf/ /dvips /tex /latex /web2c |
In order not to overwrite the texmf.cnf and mktex.cnf files of people who are already using Web2C for win32, those files are distributed as texmf.xam and mktex.xam. You must rename them if you don't already have .cnf files.
Next, add <root>\bin\win32 to your PATH. This is done by modifying autoexec.bat under Windows 9x or the Control Panel/System under Windows NT.