Run under IIS
The best way to run OwnCDN in production is as a website under IIS. This gives you all the features of IIS, such as running multiple websites on the same IP / port, SSL management, etc., and it is more performant than routing requests through some kind of reverse proxy.
See How to install OwnCDN as an IIS web-site
Run from command line
If you just want to quickly test out OwnCDN without a lot of configuration, you can download the command line version of OwnCDN. This is a self-contained program that requires no install or configuration. Simply download and extract the .zip file, and run owncdn.exe from a command line.