I've downloaded CumulusMX, but I'm already overwhelmed with the installation instructions.

just download and unpack the ZIP file (archive) into a directory by the name ...\CumulusMX (or .../CumulusMX depending on operation system).
then install the .NET runtime library under Windows or the dotnet library if you use Linux or MacOS.
Then start CMX in a console window
Windows:
cd ..\CumulusMX
...\CumulusMX>CumulusMX
Linux, MacOS:
user:$ sudo dotnet CumulusMX.dll
or # dotnet CumulusMX.dll
then connect with your webbrowser to the address shown in the console window - often this is
http://localhost:8998then see the administration interface (web page) - there go to Settings and the Configuration Wizard