You've linked the OpenStudio CLI/SDK. Its installation is very basic : download, double-click and follow the instructions (eg choose which components to install). See "Installation steps" here.

The subsequent environment setup typically requires additional steps, but that depends on what you're after. If you're strictly interested in running OpenStudio/EnergyPlus from the command line, then it may boil down to making sure your environment PATH correctly points to both OpenStudio and EnergyPlus executables/binaries.

If you're also interested in interacting with the OpenStudio API bindings (eg Ruby scripts), then you'll need to set up a POSIX-like environment. This is native to MacOS and Linux; there are additional steps for eg Windows/WSL2.

If you're interested in the OpenStudio Application, then follow the instructions here ... there would be no need to separately install the CLI/SDK. Hope this helps.