To install DxWnd, just unpack the compressed winrar archive.
DxWnd is portable, meaning that it does not write to the registry and can be placed in any folder you like. Since DxWnd sometimes writes to its folder, use a location that you can write to, like the hard drive or a USB flash drive, rather than a CD.
You can have as many copies of DxWnd as you like, but only one instance of DxWnd can run at a time.
Just double-click on DxWnd.exe to run the graphical interface (a tiny white empty window), then locate the executable for the program you'd like to hook and drag & drop this file into the DxWnd window. A complex dialog will appear, but in many cases the built-in defaults are sufficient.
Alternatively, you can add a program via the menu by choosing File > Add menu command and filling in the program definition form. The only required parameter is the program path (the Path field).
For every configured program, the DxWnd interface will show a new entry in the list. You can run a configured program by starting it from its normal shortcut or by double-clicking the program entry.
Many games require additional configuration before they run correctly. For this reason, the program comes with an export folder that contains predefined, tested configurations for all tested games. If you're having trouble running a game, check this set of files to see if you can import a built-in configuration file (with File > Import). Remember to update the Path field to match the hooked program's location on your computer.
If you still can't get it to work, there are a few more options to try: