If you want any software running in your computer, the common process is to download it from internet, extract it, install it and then finally run it. The software packages that are distributed with Zero Install can run directly on the computer as they don’t have to be extracted and installed.
This is a widget panel. To remove this text, login to your WordPress admin panel and go to Appearance >> Widgets, and drag & drop a widget into this widget panel. If you want to leave this area blank, simply put a blank Text widget into this widget panel which will overwrite this text.