The way you install Sublime Text depends upon your operating system.

Windows
Go to the Sublime Text download page.

Download the version of Sublime Text appropriate for the version of Windows you’re running. If you’re not sure, get the one that is not 64-bit.

Double-click on Sublime Text Setup.exe.

Click Next > Next > Next > Install, with one exception: on the Select Additional Tasks screen (normally the 3rd one), check the box next to Add To Explorer Context Menu.

You can now throw Sublime Text Setup.exe into the Recycle Bin.

Windows Portable Version
Sublime Text makes a portable version available: the software & all other files associated with it run on a USB flash drive. Why do this? Plug in your USB flash drive on any Windows computer, & you can now use Sublime Text; more importantly, it’s your specifically configured version of Sublime Text. This is tremendously helpful for students, who are sometimes at home & sometimes in a computer lab. With a portable version of Sublime Text, you’re always using the same exact setup.

Note: The following instructions are far easier to complete if you first turn on file extensions in Windows.

To install the portable version, go to the Sublime Text download page.

Download the portable version of Sublime Text appropriate for the version of Windows you’re running. If you’re not sure, get the one that is not 64-bit.

The download is actually a zip file. If you can right-click on it & choose Unzip or Extract or something like that, do so. That will produce a folder named something like Sublime Text 3. If you can’t right-click & unzip that way, go ahead & double-click on the zip file. Windows will open up a new window showing the contents of the zip folder. Grab the folder inside the window & drag it to the Desktop of your computer. Close the window.

Drag the unzipped folder named Sublime Text 3 onto your USB flash drive. To open Sublime Text, open the Sublime Text 3 folder & double-click on sublime_text.exe.

You can now delete the zip file.