I am a complete novice and cannot install this program - I cannot even download a manual. Should I have checked box to allow Audacity to make changes to my computer even though this is something I never accept as it changes my set-up. 
Should I have checked box to allow Audacity to make changes to my computer…
Yes, you should have, it is a common dialog that appears when installing things, it is that, or not using Audacity at all.
Thank you, now to figure out how to use it 
A good place to start: Audacity Tour Guide - Audacity Manual
Also, the big picture on the front page of the manual is clickable: Audacity Manual