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From Wren version 2022.3.25.0 there is an installer tool available to make things a bit easier. Just download the Installer and select Wren to be installed. When you did this once further updates can be done from within Wren itself.
For a first install you'll have to download the installer from the download page.
There are still some things to be aware of :
For a quick test you could drag in an oscillator module (Osc) and an output module (AudioOut). You can use Ctrl+F to find these modules quickly (they are on the first (I/O, pick the speaker symbol there) and second (Osc1, pick the leftmost sine symbol there) selector tab respectively). Also see Add modules,
Turn down your volume a bit, as this may be loud otherwise, then connect the Osc's output at the bottom right corner to the AudioOut's leftmost two inputs.
Next hit F9, you should have sound now and the output level meter in strip 1 on the right side of the screen should indicate this. Hitting F9, again will stop the sound.