There are several ways to download and install Wyam depending on which platform you're using and how much automation and control you want. Note that Wyam currently runs on the .NET Framework 4.6.2 and is therefore Windows-only. It also does not support Mono at this time. Plans to port to .NET Core and enable cross-platform execution are already in the works.
Zip File
To download Wyam as a zip file, visit the Releases page and download the most recent archive. Then unzip it into a folder of your choice. That's it. The zip archive contains an executable wyam.exe as well as all the required libraries. You may also want to add the folder where you unzipped Wyam to your path, but that step is optional.
Note that you may also need to right-click the zip file after download and select "Unblock" in the Security section of the properties dialog, otherwise you could get strange errors when using the application.
Tools Package
One of the NuGet packages provided by Wyam is a "tools package". This means that it includes the wyam executable as well as all other required libraries in a special "tools" subfolder that gets unpacked when the package is downloaded. This is helpful in cases where you want to obtain the Wyam command line application from NuGet (as opposed to downloading it directly). For example, a tools package allows you to easily use Wyam in Cake build scripts.
For more information about how tools packages work, see the excellent blog post How to use a tool installed by Nuget in your build scripts.
Chocolatey
Wyam can be installed via Chocolatey using the following command:
choco install wyam
A specific version can be installed with the following command:
choco install wyam --version 1.2.3
You can update Wyam with Chocolatey using the following command:
choco upgrade wyam
If you would like to bypass the Chocolatey registry and install the tools package from the NuGet gallery instead (not recommended), you can use the following command:
choco install Wyam -s https://www.nuget.org/api/v2/
Libraries
If you're developing addins or you want to embed Wyam in your own applications you can use Wyam.Common for developing addins and Wyam.Core for embedding the engine. These are both available as packages on NuGet. If you're embedding Wyam and your configuration requires other libraries (such as modules), you may also have to search NuGet for related Wyam libraries and add those too.
Development Builds
You can also get the most recent builds at the MyGet feed:
NuGet V3 clients (VS 2015, Wyam): https://www.myget.org/F/wyam/api/v3/index.json
NuGet V2 clients (VS 2013, Cake): https://www.myget.org/F/wyam/api/v2
To use the development feed inside a Wyam configuration file for a particular module, specify it like this:
#n Wyam.Markdown -s https://www.myget.org/F/wyam/api/v3/index.json -l
The -l flag indicates that the latest version of the specified package should always be used.