Have installed and published article related to TDS 6.2 installation earlier but I felt its not so clear, added more screen shots with better description this time (http://blog.sivavaka.com/2011/03/installing-tivoli-directory-server-62.html )
- Extract and execute the "install_tds.exe"
- Select the language and click ok
- Click "Next" --> Accept the terms and click next -->
- Select the installation location