You just have to download the game (the lastest version, 3.41), then launch the game (run it as an administrator), wait for the game to connect you to the server, then go to the menu (press ESC or click on the dot at the bottom left of your game screen), then go to "network" and finally enter your username and password and log in!

Keep in mind that it takes time for the game to fully connect you, so keep patience!