It wouldn't allow me to install when I tried.
Per the Hardware User's Guide here: WICED™ Development System Quick Start Guide
The WICED Smart SDK runs on 32- and 64-bit versions of Microsoft Windows® XP and Win7, Mac OS X 10.5 or
later, and 32/64-bit Linux.
Alot of users here on the forum use XP, so I am hoping they chime in as well.
You may want to re-download the Windows installer as I have seen scenarios where users download partials of this file and it behaves in the same manner.