There are several ways to get Spry running, and there are several ways to use and run Spry.
Windows is a ... messy platform. On Linux or OSX it's very easy to build Spry yourself (see below) but on Windows it's a bit more complicated. I have put together a trivial zip file with binaries if you just want to try it out:
Just download and unzip somewhere and double click on ispry.exe to get into the REPL VM. Or pull up a command prompt, cd into this directory and run spry.exe together with a script, for example like this:
The included files with the sy-extension are just plain text files you can edit and run this way.
Linux and OSX¶
If you want to start fiddling more seriously with Spry you would want to clone it from github and build it yourself. It's quite easy, just follow the instructions on github.