Simply download the installer exe file and execute it to launch the installer. You have to have administrator privileges on the machine to install it. After installing, you should be able to fire up Unity and use it to create projects and users on the newly installed Asset Server.
Unity for PSM is a development environment designed for creating PSM applications for PS Vita and PS Vita TV. Developers can utilize the flexible development pipeline based on Unity Editor. You can build a PSM Application with Unity Editor and transfer the PSM Application(.psdp) to the PS Vita (This is automatically done in background).