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KoboldCpp
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Start KoboldCpp for the first time

Put the file you downloaded in a folder of its own, for example C:\mystuff on Windows. Models that KoboldCpp downloads for you are saved next to it.

Double-click the file. A black console window opens, then the launcher.

If Windows shows "Windows protected your PC", click More info, then Run anyway. This is expected: the file is not signed. If your antivirus removes the file, see SmartScreen and antivirus warnings.

The launcher opens on the Quick Launch tab. KoboldCpp picks the Backend: for your hardware, and the other defaults generally work, so leave them as they are.

The KoboldCpp launcher on the Quick Launch tab with default settings

Keep the console window (or terminal) open while you use KoboldCpp. Closing it stops KoboldCpp.