MoDyna can be copied to any directory. There is no installation procedure, however a JAVA runtime environment has to be installed. java should be in the path. Try to run java -version to check your Java JRE.
Run Modyna by starting the self conatained and executable jar file using the command: java -jar MoDyna-X.X.X-jar-with-dependencies.jar. On Windows just double click on the MoDyna.exe file.