Run the installer, get past Windows SmartScreen with one extra click, and you're in. Total time: about thirty seconds.
Open Swift-Client-windows.exe from your Downloads folder. It's an NSIS installer — small, no telemetry, no junk.
Because Swift Client isn't code-signed yet, Windows will show a blue "Windows protected your PC" dialog. Click More info, then the Run anyway button that appears.
Pick an install location (the default is fine), choose whether to add a Start Menu shortcut, and hit Install. Takes about ten seconds on an SSD.
Open it from the Start Menu or desktop shortcut. Sign in with your Microsoft account, pick a Minecraft version, and hit Quick Play.
Microsoft sells code-signing certificates from ~$200/yr, and SmartScreen still nags until a signed app builds up "reputation" by being installed by thousands of users. Swift Client is a free hobby project — we haven't paid for one yet. The installer itself is unchanged from the GitHub release, and the source is public if you want to audit before running it.