To make it global you will probably need to add to the path. there is no easy “install” its just a zip file.
there is 2 options, one way is to copy the 3 or 4 dfu files to the same folder as the bin file you will be flashing and run it straight from there, or you will need to set up path variables…
This video shows how to set up a local build environment, and there is a small part that covers path variables and where to set them. in the comments of the video on youtube there is a line of paths to add… just add the dfu-util relevent one instead of all of them. and look out for the - that the webpage adds when you copy… its caught a few people out