The download page for sandcastle is here. Downloading the MSI and installing it produces a directory in program files (x86), but no menu items in start and no 'getting started'. A review comment claims that the solution is to also download the source archive and find an MSI in there, but I don't see any MSIs inside the source archive. What's the procedure?
Download and install Sandcastle Help File Builder, which is a GUI for Sandcastle (similar to NDoc). Sandcastle without this is hardly operable, and it's definetely not worth trying.
HTH.
Thomas