[TimGebhardt]

For the newest versions of Windows (Server 2012, Windows 8) .NET comes installed -- I forget if it's installed by default or installs as a Windows component. If it's the latter you install it from the same screens you install IIS or the SMTP server from.

After you install it updates to the .NET framework show up in the "optional" windows updates.

There are certainly standalone installers as well: http://www.microsoft.com/net/download

But if you're producing client-side software that's dependent on the .NET framework then you most certainly will make your installer "bootstrap" the installation of the correct framework for your OS language and hardware.