I am assuming that you don't actually have a copy of the installaction file.
If thats what you are asking then go to this page on the microsoft website
and download it
The page can be found on the microsoft web site by typing MSDE in the search
box.
Save the download file to your hard disk and then run it and it will
install. The MSDE does not have management tools that come with the full SQL
server so you will need a tool to manage it. This can be done either through
creating an Access Data Project and connecting it to the database, which will
give you some usefuly but limited functionality, or by using a third party
management tool. Microsoft have put links to a couple of these on the MSDE
download page. Hope this helps.