Start the Hydra wallet from the Windows start menu. You can search for it by keyword "HYDRA" and click on the Mainnet version. If you want to connect to testnet (port 13333 should be open) you can start the version of hydra with testnet in the name. Once you run the application, the wallet will automatically start synchronizing with the network and start downloading the chain. This may take a while, depending on your connection quality.