For Windows, there is a Windows installer, setup.exe. This is a normal installation program, which offers the usual options of selecting a directory, and which parts of the distribution you want to install. It will, optionally, associate the .pp or .pas extensions with the text mode IDE.
It is not recommended to install the compiler in a directory which has spaces in its path name. Some of the external tools do not support filenames with spaces in them, and you will have problems creating programs.