Download WinMergeSetup.exe from http://winmerge.org and double-click it.
The installer contains standard options such as installation directory and agreement acceptance. There are no license keys to enter.
WinMerge comes with an English language interface built-in, and DLLs providing other language interfaces are included in the installation. The English language is always available (via the View/Language menu or equivalent). See Locale Support for details.