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Follow the instructions here.
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Get Java
Install the Java Development Toolkit 7 (JDK) by downloading and running the .exe here. If you already have Java 6 installed, it is sufficient. If you have 32 bit windows, be sure to get Windows x86 and if you have 64 bit windows, get Windows x64.
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Get Eclipse
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but you can change this to be stored anywhere.
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Get Cplex
First, get an IBM academic initiative membership by going here. If you don't have an account, click any of the links that say Join now, then apply as a faculty. If you already have an account but you haven't used it in a year, you can just click renew below the Join now on the right hand side of the page instead. You will need to create an IBM ID and then fill out some forms. Save your IBM log in information as you will need it every time you want to download Cplex. This will not be the last time 
Next, we will download Cplex 12.5. Go here, and in the first search bar (find by search text) paste the following:
IBM ILOG CPLEX Optimization Studio V12.5 Multiplatform Multilingual eAssembly
There will only be one result, the query itself. For the download method, select download director. In the files to download, click the check box
IBM ILOG CPLEX Optimization Studio V12.5 Quick Start Guide Multiplatform Multilingual (CIC4HML)
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For 32 bit Windows, also select
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Scroll to the bottom and accept the licence agreement, then hit download. A java applet will pop up to manage the download. If you get an error in the applet saying your java is out of date and a second pop up, hit OK until the second pop up goes away then it Run anyway on the applet. Again, if you can't get the applet to work, just select Http Transfer instead of Download Director as the Download Method. The download could take as long as half an hour.
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