TNEF's Enough is not installed with an installer program. What you download is a .DMG disk image file. Double click on the .DMG file to show the TNEF's Enough application. You can then copy to your Applications directory.
Once you copy the application from the disk image, you are free to eject the disk image and delete the .DMG file.
Occasional users for TNEF's Enough find launching from the Applications folder is best.
For users who receive winmail.dat files often, placing TNEF's Enough in your dock is a perfect way to quickly access. You can simply drag winmail.dat files onto TNEF's Enough's icon on the dock to open them.
Some users also like to set all files with a .dat ending to open with TNEF's Enough. To do this, select a sample winmail.dat file in the Finder and get info on that file. Under the header "Open with:" there is a drop down menu where you can select TNEF's Enough. You can then click the "Change All..." button to open all .dat files with TNEF's Enough, not just the one you selected.