Drag Winkeys into Applications, allow it in System Settings, then press Start. Closing the window leaves shortcuts running. Press Stop, then Command and Q, to quit the app.
Install
Open the disk image you downloaded. Drag the Winkeys icon onto the Applications folder.
In the Winkeys window, drag the app icon to the right and drop it on Applications. macOS copies the app there.
Download
In Finder, click the eject arrow next to Winkeys in the sidebar. That closes the disk image. The app stays in Applications.

Permission
Open Winkeys from Applications. macOS blocks keyboard remapping until you allow the app. On macOS 27 that switch is Device Control and Data Access. On earlier macOS it is Accessibility.
The first time you open Winkeys, one dialog appears. On macOS 27 the title is Device Control and Data Access Required. On earlier macOS the title is Accessibility Permissions Required. Click Open System Settings.

On macOS 27, open System Settings, then Privacy and Security, then Device Control and Data Access. Turn the Winkeys switch on.
On macOS 26 and earlier, open Privacy and Security, then Accessibility. Turn the Winkeys switch on. If Winkeys is missing, click the plus button and add it from Applications.

Go back to Winkeys and press Start. Shortcuts run. Press Stop when you want them paused. Press Start again to turn them back on.
Background
The red close button hides the window. Shortcuts keep running in the background.
Hide menu bar icon hides or shows Winkeys in the top bar. Turn it on to hide the icon. Turn it off to keep the icon visible.
Start at login opens Winkeys when you log in. Turn it off if you want to open the app yourself.

To quit, press Stop, then press Command and Q. Shortcuts stop, and Winkeys leaves the background.
To delete Winkeys, quit it first. Then open Applications and move Winkeys to the Trash.
Function keys
macOS uses F1 through F12 for brightness and volume unless you change this. Winkeys needs those keys as normal function keys so Fn can act as Windows Ctrl.
Open System Settings, search for function, then click Function Keys under Keyboard.

Turn on Use F1, F2, etc. keys as standard function keys, then click Done.

The red close button hides the window. Shortcuts keep running. Press Stop, then Command and Q, to quit.
macOS only lets an app remap keys after you turn it on. On macOS 27 the switch is under Privacy and Security, then Device Control and Data Access. On earlier macOS it is under Privacy and Security, then Accessibility. Without that switch, Start cannot change shortcuts.
Press Stop, then Command and Q. Open Applications and move Winkeys to the Trash.