For all operating systems
Please unzip the compressed file provided in the Download.
For Windows
After extracting the file you downloaded (e.g. winglpk-4.45.zip), please add the path of glpsol.exe to your Environment variables.
1. Open the Control Panel
2. Click System
3. Click Advanced system setting
4. Open Environment variables
5. Edit Path
6. Add variable value ";the path where glpsol.exe locate" (e.g. ;D:\glpk-4.45\w64)
For Linux/Mac
Please follow the official GLPK document contained in each GLPK distribution.