setup

To install sudo, just copy the executable 'sudo.exe' to a directory of your %PATH variable. For example 'C:\Windows' or 'C:\Windows\system32' or any other directory on your system that is in the search path.

If you want to install it in it's own directory, e.g. 'C:\Program Files\sudo7\', unzip it to this directory and add the path to your %PATH environment variable (howto)