How to install a software at on VPS

I Bought a Linux based VPS plan from Hostgator some days ago. And now i want to install tweetdemon software here.Can anyone Guild me from where i have to start and how can i complete setup .
Should i need to connect my VPS to a domain or with a computer ? sorry i don't have any idea !
Thanks in Advance

You need Windows VPS (with remote desktop) for that. And then you install it as you would install on PC.

Cheers

To confirm the answer above, windows is indeed what you are looking for. It won't work on a linux VPS or very poorly through emulation.

But is tweetdemon still working though ? It has been years i haven't heard about it and i'm not sure it is still updated.

I don't know about current situation, but till last year it use to work only with windows server.

You no need to do anything special to install a sofware in your VPS. Be it linux or windows it is same as that you install it in your local PC.
If it is windows connect to it through remote desktop and can install the software either by downloading it from the net or using filezilla you can move the software from your local machine to your VPS.
If it is linux then use commands in the terminal to install the software.