Grammarly is an online application. You need to have Internet connection and be logged in at www.grammarly.com website in order to use the service. There is no need to download Grammarly software. 

However, you can download a Microsoft Office add-in/plugin if you have Windows XP, Vista or Windows 7 operating systems and use Microsoft Office 2003, 2007 or 2010 here: http://www.grammarly.com/desktop/  The add-in will allow you to check your texts from within Word or Outlook.