Go to https://central.sophos.com; log in with the credentials supplied in the SNS in the body of the email. Go to Protect Devices:

Go to the Endpoint Protection section and click Download Windows Installer:

This will cause a prompt to appear; hit Run and it will start to download. This may take several minutes. The Sophos installer Window will appear, hit Next:

Sophos will perform compatibility checks; once this is complete, hit Install:

Sophos will run through the install process; this usually takes around 15 – 20 minutes. Once it is complete, hit Finish and restart the PC. Once the PC is restarted, the Sophos install will be complete.