Current versions are provided for directly running, not as installers, as it is just a preview version. To run, unzip the downloaded file in a folder of your choice, and double click the "GlitterIDE" file inside the unziped folder.
Under windows, right mouse click on the downloaded file and sellect "Extract All..". This looks similar to the following:
You will then be prompted to chose an target folder. One can just click "Extract".
If you have a tool like "7zip" install this may be different, but the basics are the same. For example:
Under linux, right mouse click on the downloaded file and select "Extract Here".
Under Windows, once you click on the "GlitterIDE" icon/shortcut you will probably get a message about it not being trusted/unsigned. Eventually it is hoped that it will be signed, but that may take a bit. For now, some trust is needed.