1. Open a web browser and go to the Heroku CLI download page: https://devcenter.heroku.com/articles/heroku-cli#download-and-install

2. Click on the "Windows" button to download the Heroku CLI installer for Windows.

3. Once the download is complete, run the installer file (e.g., heroku-x64.exe).

4. Follow the installation wizard, accepting the default options. The installer will automatically add the Heroku CLI to your PATH.

5. After the installation is complete, open the Command Prompt (if it's already open, close and re-open it).

6. Verify that the Heroku CLI is installed correctly by running:

   heroku --version

   This should display the version number of the Heroku CLI.

You are now set up with the Heroku CLI on your Windows machine. You can start using Heroku commands to manage your applications.