Spin downloads are offered via direct download, but you can also get them via BitTorrent. In this case you will need to install a BitTorrent client in order to download a spin. If you cannot use Bittorrent, some spins offer alternative download methods.
Spins are provided as ISO files. You may use the ISO file to create a new virtual machine, or you can burn the ISO in a special way to a USB stick or optical media to run the spin on hardware.
To install a spin, you run the spin on your computer and click the "Install to Hard Drive" link on the desktop. You'll be guided through the install process via a series of prompts.