c: won't show up on Workbench unless you right-click and select "Window - Show - All Files" from the Workbench menu. Then you can drag Installer to the c: drawer.
There's a "Windows Explorer" type app for the Amiga called Directory Opus, that's almost an essential. It's here;
http://aminet.net/biz/dopus/DirectoryOpus-4.18.12.lhaBut you will need an LHA extractor to extract Directory Opus before you install it. You can extract it with WinZip on the PC and put it on a CF card to install it.
Here's a screen dump of Directory Opus in action;
