To start installing Azure Data Studio, you need to run the setup file you downloaded earlier - azuredatastudio-windows-setup
This will open the installer. You must first accept the terms of the license agreement. Click "I accept the terms of the agreement" and then "Next".
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On the next window, we will be prompted to change the installation folder, you can leave it by default. We press "Next".
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Then there are the settings for displaying shortcuts in the start menu. We can leave everything at default again. We press "Next".
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Here we are offered to perform additional tasks, for example, create a shortcut on the desktop. Put the necessary checkboxes and click "Next".
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Everything is ready for installation, click "Install".
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The installation will take literally a minute, and when the following window is displayed, the installation will be completed.
To start Azure Data Studio immediately, check the "Start Azure Data Studio" checkbox and click "Finish".
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On the desktop and in the start menu (if you made such settings during the installation process), the corresponding shortcuts to launch the Azure Data Studio program will appear.