The SageAppliance is a virtual appliance to run SageMath in a virtual machine.
For a long period of time, this was the only way to use SageMath under Windows.
Note that since Sage 8.0, there is also a native SageMath installer for Windows, thanks to the work of Erik Bray (funded by OpenDreamKit, the Horizon 2020 European Research Infrastructures project #676541).
The purpose and features of the native SageMath installer for Windows and of the SageAppliance are slightly different:
The SageMath installer for Windows
installs a version of SageMath that runs natively in Windows;
- has been reported to install easily and to work well;
- does not provide a virtual machine running Ubuntu GNU/Linux;
- does not allow installing extra packages, so far.
- provides a virtual machine running Ubuntu GNU/Linux;
- allows to install extra packages;
allows to do development work on SageMath.
Installation instructions for the SageAppliance are available here
General installation instructions are on SageAppliance/Installation.