Installation instructions are copied into the doc directory when Nyquist is installed, and they are in sys/*/README.txt files, but here are copies:
Probably you need to install Java and set up paths to execute Java. See the installation instructions for Windows.
See the Windows README file about installation, esp. the part about adding a search path to the registry. (There might be a more up-to-date version of this file in your installed nyquist/sys/win/README.txt.) This should not be a problem if you use the installer.
If you load a large file, assign it to a variable, and then play it, the sound file will be converted to in-memory samples, and eventually your computer will spend a lot of time finding space for all those samples. Do not assign large sounds to variables. If you just call
(play (s-read "filename"))this should not happen. Also, if you are computing something and can't keep up, you can type
(sound-off)to turn off real-time playback, and then type:
(r)to hear the sound when computation is finished. You can call (r) anytime and as often as you wish after a computation has finished to (re)play what you just computed.