Download latest stable release automatically
The installation instructions for each platform are available on documentation site under "Installation and Configuration" paragraph.
Every night there is automatic release published topic://uppweb/www/nightly$en-us. Here you can find windows installer (upp-win-NNNN.exe, upp-mingw-NNNN.exe) and source tarball (upp-x11-src-NNNN.tar.gz).
Note that latest builds are generally considered the most stable. That means that nightly builds are usually more stable than stable releases, because bugfixes are not backported to stable releases.
Stable releases are published at Sourceforge.net. You can download them at https://sourceforge.net/projects/upp/files/. In addition to Windows installer and source tarballs, you can also find here rpm packages for Fedora, OpenSUSE and CentOS.
You do not have to pay anything for Ultimate++, even if you are going to use it for development of commercial applications. However, if you like this platform, please consider donating; even small contributions will help fund its continued development.