Download it here (for Windows 2000/XP) or here (for Windows 95/98/ME).
Save the file somewhere on your computer (your Windows desktop is a good place), and then double-click the file to install it. (If you're already running Semagic on your computer, make sure you close Semagic down completely before installing the new version!)
If you have problems or questions, this is NOT the correct place to request help!!! I will try to help you if I can, but I am in no way affiliated with the Semagic software nor its developers. Please direct bug reports, usage questions, feature requests, etc. to them in either their official community (preferred), or their Sourceforge page.