Under Assets, replacing<version> with the release number from the top of the page, look for either:
VSCodiumSetup-x64-<version>.exe - for installation in Program Files, requires admin priveleges, will be available for all users on this computer
VSCodiumUserSetup-x64-<version>.exe - for local installation for your Windows user, doesn’t require admin priveleges, will be only available for your user
Download and install your chosen version.
Open VSCodium to verify the installation finished successfully.