Run Setup.exe As with any major program, you will need to run setup in order to install it. Setup web server database Setup.exe can be found in the root directory of the CD-ROM with your software. Insert the CD-ROM. Navigate to it from a typescript, DOS, or other command window. Type setup.exe and hit enter. Follow all of the prompts that appear. It is suggested that you follow all of the defaults, but you may select an alternate directory for the install.