The Tef program likely downloads to your default download folder on your computer. You must first locate that folder and find the file. If it is a EXE. file extension and you double click it, the program should install to your computer. For windows, you install Tefview like any other program you install on you computer. For mac, there would be a dmg folder and when you click it, you will execute the install file.
The way to test if is installed is to click and open a Tef file. It should then open the Tef program and you will see the file. You can also double click the Tef icon to open and active, open each new file from the program.
Hope this helps.