IEEEtran.cls should be included with modern TeX/LaTeX distributions, but if it isn't you can just download it and put it in the root folder of your document. If there are problems, try building your document on the command line (i.e. run pdflatex file.tex or latex file.tex depending on whether you want PDF or DVI output) and looking at the error messages - if you can't figure it out, post the output.
In Windows you have several options for LaTeX - a lot of people use MiKTeX, but you can also use TeXLive in Cygwin if you are comfortable with Unix-style tools. MiKTeX integrates well with popular LaTeX editors in Windows such as WinEDT.
All this stuff is much easier under Linux as you can just apt-get install texlive-full (Debian, Ubuntu, Mint etc.) and you're good to go (including IEEEtran.cls).
Hello, You are correct, you need to install Latex in either in 32 bit or 64 bit. The version of your computer does not matter. The mproblem may be due tot he way you are getting packages for execution. Please download the full mik tex from http://ctan.imsc.res.in/systems/windows/protext/. Configure your editor to install packages from the directory (packages ) which you fing in the miktex folder when you extract the ZIP file you download from the link provided . Hope this help.
You should be more specific, where the class is installed and what is the error message. You definitely do not read 64bit Windows, LaTeX runs on almost all platforms, even on Raspberry Pi. If you have a problem, you probably have some file(s) in a wrong directory or some files are missing. Making a minimum example that shows the bug and supplying the log file will help to find the source of the problem. it is also useful to put \listfiles to the very first line of your main file (even above \documentclass).