Install NZBGet for WIndows via package managers

Winget
Chocolatey
Post-Install

Winget

Make sure you have winget installed. Modern Windows versions have winget already pre-installed. Winget documentation.
To install nzbget, run from a Command Prompt:

winget install nzbget

Chocolatey

Install chocolatey package manager. Installation instructions can be found here.
To install nzbget, run from an elevated Command Prompt:

choco install nzbgetcom

Post-Install

Start NZBGet via start menu or desktop shortcut
NZBGet puts an icon into the tray area (near clock) and opens a browser window
In the web-interface (browser window) go to settings page:
- Setup your login credentials in section SECURITY
- Add one or more news-servers in section NEWS-SERVERS
- Save settings and reload NZBGet