Once you have downloaded the SaferWeb app from the downloads page, open the downloaded file SaferWeb.dmg that will be present in your downloads folder and most likely in the downloads section of your browser.
This will begin the install wizard which should complete within a matter of seconds after you have entered your user password, once complete the SaferWeb software will require you to login with your email address and password. The app is set to launch at startup but can be found within your applications folder just like any other installed software.
SaferWeb for Mac supports OSX 10.9+, the software may work on 10.8 but consider it untested. This will change shortly.