To install Gromacs you need to choose weather you are going to use windows version or linux version, however, I used on linux and it easy to install, you need to follow the instructions in the installation guide. Further, to work with this software you should do first tutorials available on the website of Gromacs, these are very easy.
2. Next you are going to need the GROMACS source code. You can get it here.
a. download and save the file someplace handy
3. Next you need FFTW. There are pre-compiled dlls for Windows, but I would recommend not using them unless you know how to set the path variables. The easiest way is to grab fftw-3.2.1.tar.gz . Again, save this someplace handy.
4. create a folder someplace (C:\FFTW) and extract FFTW to it.
5. start cygwin and change the directory to your FFTW folder: cd c:\fftw