Go to www.nessus.org and click download. Select Tenable neWT2.2. (Hah, this is the actual spelling. I must have been on crack yesterday. I spelled it like the reptile - knewt).

neWT is the Win32 version of the Nessus engine like previously mentioned. I personally don't run anything on Win32 that I can on *nix so I have no specifics on its use.