how to install Xillybus driver for windows host?

I'm new to xillybus, I referred to this document, but I found the first instruction confusing already: When Windows finishes booting up the first time with the Xillybus IP core visible to the host, it’s likely that a warning bubble will appear, saying that a piece of hardware was found, but wasn’t installed...

I have finished launching the xillinux, and FPGA is loaded with the Xillybus demo bundle code. But I don't really know how to let the windows recognize it as a PCI Express peripheral.

What does this mean "When Windows finishes booting up the first time with the Xillybus IP core visible to the host "? Should I start windows with the xillinux running? the USB port of my laptop should connect the USB OTG or UART on the zedboard?

P.S. My board is zedboard zynq xc7z020-clg484-1.