I bought Blitz Basic several years ago and I am just now putting the programs I make on my website. On some of them I include the source that you can use if you have a copy of Blitz Basic. If you don't you can try converting to the version of Basic that you use. I also include the .exe file so you can just click and run.
Unzip the file to anyplace you have personal stuff. There is no set-up program. On the top of this page you will find a drop down menu, where you can select what you want.