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Click on the downloaded installer. Run the installer by double-clicking on it.

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Once the installer has finished downloading, head to your default download folder, most likely called Downloads. Alternatively, you can click the downloaded file on the bottom of your browser’s window to automatically run it The installation wizard should open and guide you through the installation.  Adobe Reader shouldn’t require any customization, so you can just keep clicking “Next” and wait for it to finish installing. It may download a few more files that it needs to be able to work.