DNAGedcom Client is a Windows/Mac application that runs on your machine. It will allow you to gather data from 23andMe, Ancestry, FTDNA, Genesis and My Heritage into a local database. It will then allow you to create CSV files. In addtion, it has several Autosomal tools including CLM.
There are two different installers for DNAGedcom. One for Windows and one for Mac. Select the isntaller from below and follow the on screen instructions.
When you first install the application, you will need to configure it to go to a particular folder. To do this, after logging in, click on the gear in the top right. You will then have be able to set the DB Folder where you want to save the files. You can leave the Database Name as DNAGedcom.db
That's basically it. The goal is to get information into the database so you can then work with that data.