'Package any app for every Linux desktop, server, cloud or device, and deliver updates directly'. For both, you just need to download the compressed files. For the purposes of this tutorial, I am using both 0.9.6 on Linux and 0.9.5 on Windows.
If you're on linux, feel free to grab the 0.9.6, or later, versions. From here, at least at the time of my writing this, the latest version to have windows support is CARLA 0.9.5.