The compressed distribution file is in CD-ROM directory \DIST.
The installation file is:
XGCMC12.EXE, which will install the cross compiler and libraries.
This is a self-unzipping file. Just double click on the file's icon and follow the instructions.
Note the directory tree should be uncompressed at the top level of the C drive so that the GCC prefix is C:\OPT\XGC\. You should modify AUTOEXEC.BAT so that PATH includes the directory C:\OPT\XGC\BIN.
If you wish to un-install all the XGC files, then simply delete the directory C:\OPT\XGC\.