Installing OpenRCT2 on Windows
Extracting the RCT2 files (and optionally RCT1)
Installing RollerCoaster Tycoon 2 or RCT Classic as you normally would. If you also have RCT1 (not required, but recommend), install that as well. The games do not have to run, as OpenRCT2 just needs the graphic and music files.
Installing OpenRCT2
You have two options to choose from. The latest release is generally stable and well-tested, but may have fewer features than the latest development builds. The dev builds are analogous to beta versions - they should work, but don’t expect everything to be perfect.
Most, but not all, online servers use development builds. Keep this in mind if you want to play online.
Find your RCT2 installation
When you launch OpenRCT2 for the first time, OpenRCT2 will try to find your RCT2 installation. It will check the default locations that RCT2 is typically installed for all known releases. If it is unable to find it, or you have installed it to a different location, OpenRCT2 will show a dialog allowing you to select the directory containing your RCT2 files.
Other options
You have now set up the basic install. Depending on your situation, there are two more possibilities to improve your install.