Download the correct Red binary version for your computer from here (takes only a few seconds, it's less than 1MB). Save into a suitable folder.
For Windows users: Run it by double-clicking on the Red binary file.
It will then automatically build the Red GUI-console.
Next time you double-click on the file, the GUI-console will automatically open.
For Linux/OSX users: You need to open a terminal app to be able to run Red.
Once you have opened the terminal app, change to the directory in which you saved Red.
Now do a: chmod u+x
After that, run Red using ./
Next time you run Red, the console will automatically open.