Here is procedure:

1. Check you have java 8 installed, if not, update to 8.
2. download NXT installer from https://bitbucket.org/JeanLucPicard/nxt/downloads/nxt-client-1.6.2.exe
3. install it and choose installation directory of your own.
4. to use latest blockchain database (not to download it from scratch) download it from www.peerexplorer.com (right bottom part of site).
5. unzip it to C:\users\XXXXXXXXX\Appdata\Roaming\NXT\. Database file should be in nxt_db directory.
6. Start "NXT server" from your desktop and wait until it is loaded (blue icon will appear in the status bar, you can check status here)
7. if server loaded, open "Nxt wallet" from your desktop. It will open new tab in your browser with login screen.
8. In login screen you can choose login with your account ID or with your passphrase (click blue man in the login field, it will change login option by account or by passphrase)
9. That's all, your wallet will all NXT features will be opened.

Ask any questions, if this procedure will not work, but it should.