To install ORM Profiler, simply run the installer you can download from the LLBLGen Pro website. The installer will guide you through the setup process and will install all required files into the location you specified.
To be able to run the profiler, it's necessary that you place a valid license file into the installation folder where you installed ORM Profiler, or in the folder 'My Documents\LLBLGen Pro'. A valid license file is either an ORM Profiler license file, which has the filename OrmProfiler1_x.license where x is a number starting with 1, or an LLBLGen Pro subscription license, with a valid subscription.
All parts of the system which perform analysis on a snapshot require a license to be present. In general this means the normal visual client (OrmProfiler.exe) needs a license and if you create a snapshot directly from code and call ApplyAnalysis() on the snapshot object, your own application. The command line profiler (CliOrmProfiler.exe) and when you create a snapshot in code, don't need a license to be present to create and save a snapshot.
The profiled application doesn't require a license to be present if you don't perform analysis on a snapshot from code. Normally you won't do analysis in code on a snapshot, but instead load the snapshot file into the visual UI, OrmProfiler.exe. OrmProfiler.exe is located in the ORM Profiler installation folder, so in general it's enough to place the license file in the installation folder, as described above.