How to install WinDBG

When preparing a first lecture for my fellow colleagues, I occasionally understood that first you need to install   this WinDBG somehow.

WinDBG comes as a part of Debugging Tools for Windows. If you have Windows 7/Windows Server 2003,  it is the first quest - to find a version of debugging tools on this page:
Download and Install Debugging Tools for Windows

I came to the conclusion that this one is what you need:
Microsoft Windows SDK for Windows 7 and .NET Framework 4

When installing, the only thing you really need is definitely Debugging Tools themselves:

Make sure to choose your components

Here it is, our brilliant tool

Do you need x86 or x64 version of the Debugging Tools?

The computer that runs the debugger is called the host computer, and the computer being debugged is called the target computer.

...and more blablabla on this page: Choosing the 32-Bit or 64-Bit Debugging Tools

However, I can say that in my practice I always use 32-bit WinDBG for 32-bit dumps and 64-bit Windbg for 64-bit dumps. Otherwise I've got these awful "%1 is not a valid Win32 application" messages, or some other issues. Correct versions of WinDBG always gracefully opened correct versions of dumps for my investigations. So this is what I can advise. Will be glad to hear somebody's else opinion.

Download link above will install x64 version of WinDBG (if you have x64 system, I suppose). If you want to install x86 version of Windbg, go to this page:
http://www.microsoft.com/en-us/download/details.aspx?id=8442
and download full SDK iso of needed version. Not that convenient, but at least possible.