It's very simple.  Just click on the downloads tab and then click on World of Minecraft Client.  After that, choose the link at the bottom is best for you (i.e. World of Minecraft for windows, etc).  After selecting this, it should only take seconds to download.  Then you just go to downloads in your computer, find World of Minecraft, click on it and click 'extract'.  Then just click on it again and click run.  It's that easy.