Wich program did you download? Mandelbulb3D need no install. Just unzip it and go to the folder and double click Mandelbulb.exe. Make sure to have the working folders linked, like formula folder and so on. Usually MB3D links them automatically. If not go to Prefs -> Ini Dirs and link folders.
Don't worry about the initial overwelming First time I opened the program I left it for six months... Take it slowly, not all at once and you'll make slow progress but solid instead of getting too frustrated