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To install Twine on a Windows computer, run the .exe file you downloaded. This installer will copy the necessary files to your computer, and add an entry to your Start menu for Twine. If you'd like to uninstall it, open the Add/Remove Programs control panel (on Windows XP or earlier) or the Programs and Features control panel (in Vista and later), find Twine in the list of applications, and then click the Uninstall button.
To install Twine on an OS X computer, expand the archive file you downloaded, then copy the entire Twine folder to your Applications folder. To uninstall it, simply delete the folder you copied.
Although there is no official Linux package for Twine, you can install it by checking out a copy of the Twine source code, then running the app.py file with Python. You'll need to have wxPython 126.96.36.199 (or later) installed.