Choose Dojo Toolkit Release Download option as shown on the picture below:
Extracting Dojo Toolkit download: Now extract the downloaded file (dojo-release-1.5.0.zip) into your favorite directory with Winzip/Winrar or an other extracting program u have installed on your computer. Depending upon the system speed it will take around 1 minute.
Once extract go to the extracted folder and you will find many files.
Here is the screen shot of the directory:
Now you ready to start the development. In next section I will show you how to develop simple "Hello World" Dojo application