Download the Windows installer and execute? Or do you mean some other thing?
Oh, the IDE. Just a minute while I check something ... Done. I guess you have Lazarus installed but want also the FP IDE?
The easiest way is, effectively downloading the Windows installer and executing, though that may make an FPC-only installation that, if added to the path, may interfere with Lazarus.
Another option is to download the sources, unpack in the lazarus/fpc/{version}/sources and build the IDE using the Lazarus-installed compiler. It shouldn't be difficult: IIRC, there is a makefile in the ide source folder which builds just the ide, though you may have to tweak it a bit to adapt it to your instalation.
HTH