Step 1. Download the file conn18b_win64.zip from www.nitrc.org/projects/conn and unzip this file
note: to keep things organized on your machine, you may want to download and unzip this file into a new folder within the "Program Files" folder, for example in C:\Program Files\conn_standalone\
Step 2. Download and run the MCR installer file MCR_R2018b_win64_installer.exe (Matlab Compiler Runtime R2018b (9.5) Windows release) from www.nitrc.org/projects/conn (also available from https://www.mathworks.com/products/compiler/mcr.html)
note: step 2 may be simply skipped if the appropriate version of MCR (9.5) is already installed on your target machine
Step 3. After these steps, to start CONN simply double-click on the conn.exe icon
note: standalone conn may take a notoriously long time to get started -around 10 seconds- after double-clicking on the conn.exe icon before displaying the initialization screen; please be patient