When the installation has completed, depending on your option selected, xLights will automatically launch or you can double click on the xLights icon/program to start it.
If this is the first time that you have installed xLights on the computer, then you need to set the show directory. The show directory is the location where all your xLights files are stored and where your sequences will be created.
You should be presented with the following screen:
This screen will allow you to navigate to and select the directory folder. You can also create a new folder and then select it.
After setting up your show folder the main xLights window should appear.