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From Wren version 2022.3.25.0 there is an installer tool available to make things a bit easier. Just download the Installer and select Wren to be installed. When you did this once further updates can be done from within Wren itself.
For a first install you'll have to download the installer from the download page and then run it. You'll get the option to do a full Wren install from it. Do not put the installer in a µsoft owned folder, at least I did not test that.
There are still some things to be aware of :
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.