Just run the .exe file you downloaded. The installer will install rawproc just
like any other program. It'll also put a rawproc.conf file in your c:\Users\
Note: If you're reinstalling rawproc and you want to keep your old settings, it would be a good idea to copy rawproc.conf from the APDDATA directory, let the installer install the new rawproc.conf, and hand-edit in your previous settings. One day, I'll implement a .conf merge function...
The AppImage of rawproc available on the github Releases page should run on most mainstream Linux distributions. Just download it to a convenient location, and run it as you would any other program. The AppRun script I'm now using seems to allow the executable to find the configuration and help files just as if the application were running natively.
If you want to try compiling rawproc, there's a wiki page on the topic in the github repo. It's not a trivial exercise, especially if you're either compiling it on Windows, or just including LensFun