Once the download is complete, run the installer (Asana.exe) and follow the prompts to install the app.
Asana is a cloud-based tool. Whether you use the app or the website, the features are identical. The app is essentially a dedicated browser window for Asana, which helps reduce browser clutter and gives you a dedicated icon on your taskbar.
On the Asana homepage, you'll see a prominent "Try for Free" button. Click on it to begin the download process.