Data Express is typically installed from a CD image obtainable from your product update email sent to you by Micro Focus. The CD image is contained in a compressed .zip file.
To install, create an empty directory on your local machine and unzip the CD image to the new directory. From there, execute the .msp file and follow the on-screen instructions that appear automatically after a few seconds.
The CD image contains:
For z/OS, install the Windows client only. For Distributed Systems, install all components.
After installing, you can run Data Express from a button that appears at the end of the instructions and thereafter you can run it from your Windows Start menu.