The GNU tools have two parts - the compiler and the debugger. Both are available at the KPIT site. You will need to download both files - get the most recent versions. In my case that was gnuh8_v0503_elf.exe and gdbh8v0502.exe
Start by installing the gnuh8 file. Accept the option to integrate with HEW4
Leave all the options selected:
Click the next buttons until installation starts.
Next install the GDBH8 tools. Simply accept all the offered choices and allow the installation to run to completion.
Now you are ready to start up HEW. Look in the projects section to try out he 'blinky' starter project which will lead you through the processor of setting up a workspace, adding a project and getting it running.