To install the latest stable release with the command-line tool:
sudo npm -g install sails
On Windows, you don't need sudo:
npm -g install sails
Create a new app:
sails new testProject
Now lift the server:
cd testProject
sails lift
At this point, if you visit (http://localhost:1337/) you will see the default home page.
Now, let's get Sails to do cool stuff.