Wren Wiki help
For installation of a pre-release see how to use a pre-release.
There is no automatic installation just a couple of things to do (which makes it a portable installation, it could be on … say … a thumbdrive):
For a quick test you could drag in an oscillator module (Osc) and an output module (AudioOut). You can use Ctrl+F to find these modules quickly (they are on the first (I/O, pick the speaker symbol there) and second (Osc1, pick the leftmost sine symbol there) selector tab respectively).
Turn down your volume a bit, as this may be loud otherwise, then connect the Osc's output at the bottom right corner to the AudioOut L 1 R inputs.
Next hit F9, you should have sound now and the output level meter in strip 1 on the right side of the screen should indicate this. Hitting F9, again will stop the sound.