dcm2niix is a command line program, you can run it from the terminal. On most Windows computers, pressing the Windows+R keys will show you the command prompt. You can find details for using dcm2niix here
  https://www.nitrc.org/plugins/mwiki/index.php/dcm2nii:MainPage


If you want to use a graphical interface, you should run the MRIcroGL program, and choose "Convert DICOM to NIfTI" from the "Import" menu. This is described in the manual:
  https://www.nitrc.org/plugins/mwiki/index.php/mricrogl:MainPage#Converting_Images