The NSIS Script is found in the directory: Template:Path.
For Windows Users:
From the windows explorer, simply right click this installer.nsi file, and select compile NSIS script. After that, wait out the installer creation process. It will take a while, so be patient ok?
For Linux Users:
Rest assured that this can be compiled even under Linux too -> just install nsis for Linux to build the Windows installer.
The commands to use are:
apt-get install nsis make wininstaller