On Windows, your next step is to double-click on the Gurobi Remote Services installer that you downloaded from our website (e.g., GurobiServer-9.5.0-win64.msi for Gurobi 9.5.0).
Note: if you selected Run when downloading you've already run the installer and don't need to do it again.
By default, the installer will place the Gurobi 9.5.0 files in directory c:/gurobi_server950/win64. The installer gives you the option to change the installation target. We'll refer to the installation directory as <installdir>.