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Users desktop machines tend to be both Workers and Clients, so in that case you would install both. In a larger installation, there would be a lot of Workers and relatively fewer Clients. There is more detail on the Terminology page.
To do the install, we are assuming you already have a supervisor installed on the network/subnet. You can install the Worker and Client on a different computer, or if you want to do a quick evaluation, on the same one you just used for the supervisor. If it is a different computer, it can have a different OS from the supervisor - but if it does, you will need to go back to Step 1 and download the appropriate installer for the Worker / Client OS.
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