Install Processing
Install Processing from Processing.org.
Open the zip and there’s one directory, Processing_x.x.x, in there.
Copy that folder. I always put it in C:\Programs (create that)
And then rename it so it ends up as C:\Programs\Processing.
(Microsoft would prefer you to put it in C:\Program Files, or Program Files (x86) or something. I find spaces in directory and filenames annoying so I just use Programs. I’ve been doing that since 2004 and nothing has gone wrong yet. Windows in Italian uses C:\Programmi so why shouldn’t we have it simple?)
(I don’t want the version name in the directory so if I get a new version any shortcuts or references remain valid.)
Inside the Processing directory, see processing.exe go to that and do whatever is convenient for you e.g. ‘pin to start menu’ or create a shortcut and put it in menu or on the desktop.
Run processing.exe.