You can install it via conda:

conda install -c conda-forge bgen

Alternatively, it can be installed via:

curl -fsSL | GITHUB_USER=limix GITHUB_PROJECT=bgen bash

Under Windows, please, use Git Bash terminal to enter the above command.

The second option will work only if the zstandard library has been properly installed before-hand, as well as the zlib library (which is probably already installed in your system), and the athr library.

Please, report any issue by opening an issue on Github.