DonorWise is a Windows-based program. You install it into Windows using an installation program found here. It's not a web-based program, but web-based access to DonorWise can be achieved via Citrix or Remote Desktop technology.
DonorWise stores it's data in SQL Server. A free version of SQL Server (SQL Server Express) is offered in the installation program. You can install SQL Server onto the same computer as DonorWise. But if you plan on having multiple people in your office connect to DonorWise, you should install (or use an existing) SQL Server on an office computer/server that is always on and available to others on the network.
The first thing you'll need to do when you install DonorWise is create a new database. Under the "File" menu, click on "New" to get started. Note: You could create a test database to play with before creating your production database.