• click on the Downloads link
• then click on Binaries (not Installer)
• download and extract the zip
• and copy the WinMerge.exe you find therein somewhere in your PATH.

   winmerge source1.cpp source2.cpp

of course, copying just the single .exe means leaving out some features provided by plugins and filters - but so far I use only source code comparison (.cpp, .java) and for that the single .exe is sufficient.

comparing directory tree differences

winmerge is great for comparing two files, but when i try to compare whole directories this way:

   winmerge docs-old docs

but to really find out, for example, that FooBank\DB\source\DBController.cpp is different, I have to invest at least three double mouseclicks. multiply this by all other files which may have differences, this clicking-around is a major waste of time - a problem common to most GUI based programs.

so let's get back to the command line, and do it fast, using the sfk run command:

   sfk run "winmerge $since $file" -sincedif docs-old docs

   [simulating:]
   winmerge docs-old\FooBank\DB\source\DBController.cpp docs\...\DBController.cpp
   winmerge docs-old\FooBank\GUI\include\FooGUI.hpp docs\...\FooGUI.hpp
   [add -yes to execute.]

   sfk run "winmerge $since $file" -sincedif docs-old docs -yes

when you're done reviewing these changes, close winmerge by a click at the right top, and the next different file will show up instantly.

further reading: another way of getting a fast overview of text file differences, using the cygwin "diff" command, can be found here.