Hello Daniel,
FaceGen Artist is a standalone application.
Once you've installed it by double-clicking the downloaded .MSI file and agreeing to installation terms, you can start it in 2 ways:
1. Double-click the the icon of a face with 'FaceGen Artist' written below it on your desktop.
2. Click the Windows start menu (bottom left corner of screen usually) then type in 'facegen' and select FaceGen Artist.
Best wishes,