Installing Rexsel involves several stages depending on which OS you are using.
There are two means of installing Rexsel. One is using XCode described here, and another using a Unix/Linux command.
This is the main method to build a Rexsel system and described here.
Currently, until there is a version of Swift on Windows, Rexsel cannot be run on a Windows based OS. As soon as is possible I will port it onto Windows.