Praat was not designed for Windows - it was ported. For this reason, it does not perform (or look) like a typical Windows program. There is no drag and drop, control+A does not select all, and pressing tab will not allow you to navigate around the window. Think of it like this: "when you are using Praat, you are using Praat, not Windows."
Praat can be downloaded for free from the Praat homepage. You only download one file: praat.exe - this is the Praat program. Place the file in a folder somewhere on your hard drive, and create a shortcut to it on your desktop and/or in your start menu. New versions of Praat are available for download every few weeks. Updating is as simple as overwriting your old praat.exe with the newly downloaded one - which is kind of nice.
How to think like a Praat
Forget whatever you know about files. Praat does not deal with files. Praat deals with objects. An object is a thing that you can work with in Praat. This might be a sound, a table, a textgrid, a pitch, a number of strings, etc.
An object does not always equal a file, so don't think of objects as files. If you create an object in Praat, and want to store it on your hard disk, you will need to write it to a file (the Praat word for save).
The Praat interface
When you launch Praat, two windows will open: Praat objects and Praat picture. Lets focus on Praat objects for now - Praat picture will be described in a future post.
The menu items that I have drawn a yellow box around are basically used to create, load, and save different types of Praat objects.
The buttons at the bottom of the Praat objects window (in the orange box) perform actions on the currently selected object(s). These buttons do not change - they are always there.
In the screenshot, three objects have been read in to Praat: a sound, a text grid, and a formant object. Note that the sound object is currently selected. The buttons on the right (in the green box) change depending on what type of Praat object is currently selected. This is where you can edit Praat objects and extract information from objects.
Familiarise yourself with Praat
Praat isn't a friendly program. The only way to learn how to use it is to practise.
Praat comes with a number of tutorials that are accessible from the Help menu within Praat. Admittedly, I'm not sure how helpful these tutorials are.
Also take a look at the Praat Language Lab website, which was designed to help students learn to use Praat. They have numerous potentially helpful Praat videos. If you find them (or any other tutorial) helpful, post a comment about it below.
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