You don't have to compile anything unless you downloaded source code. If you downloaded source code you would have to have a compiler and know which programming language to compile with.
After skimming a few paragraphs on the web site, it appears this is a web based monitor program. So you don't really compile it, unless you have to compile perl scripts?
But that means you need to have a web server running with support for the script languages this program uses, and put the files in the right place.
This all get's complicated. I would just look for a different program to do what you want and that has an install for Windows. This looks web based which I'm not sure if that's what you want or not.
So then, what are you wanting to do? And why do you want this program? Maybe we can find a different program that would be easier to use.
cheers