For Microsoft Windows, Cain is distributed as an executable. Download and run the installer. The example data files are in the examples folder in the application directory. They are also distributed separately in the zip file CainExamplesWindows-x.y.zip. The mass-action solvers are pre-compiled. In order to use custom propensities you will need a compiler; Cain uses Microsoft Visual Studio 2010. If you do not already have MSVS 2010, get the free Microsoft Visual C++ 2010 Express Edition. Select the Visual C++ 2010 Express download.
To uninstall Cain, select Cain→Uninstall Cain from the start menu.