You don't need to install any program in your computer, all you need is a coding editor to create the code and an image manipulation program to create the graphics.
No need to compile anything, test and play directly in your web browser.
To develop the graphics and create the image maps (the area where the player can walk), I personally recommend the GIMP, but you can use any of your choice.
Play the demo games here.
And finally and the most important read the documentation. There you can find anything you need to create your own game.
Get the latest version here.