How to review a manuscript where the software is difficult to install? I'm reviewing a manuscript that is protocol focussed. This protocol is a bioinformatics workflow that uses the author's own software that has already been published. 

Part of the peer review requirements are to test the protocol to see if the instructions are accurate. I have no problems with this request. However, although their website suggests that the software should be installable on any OS, the installation package only includes an .exe file for a Windows system. I do not have a Windows system.

It is possible for me to figure out how to install their software, but these instructions are not included in the paper nor on the software website. This would also take me some time and this would be more than a normal amount of time that I should be spending reviewing this paper.

My question is: should I only review what I am able to easily complete from their protocol? In other words, should I only review what I can do from their given instructions and include the difficulties I had installing the software? Or should I contact the authors (without mentioning I am reviewing their new manuscript) and let them know that their installation package for their already published software is missing important files for unix-based systems? 

I am still relatively new to the peer review process and think this paper is very interesting and don't want it to be rejected simply because I do not use Windows.
You should ask your editor for advice on this. I doubt, however, that you should reach out to the authors in any way. But the editor can, on your behalf, ask the authors for specific instructions for installing the software on your OS. The editor can make this a condition of getting a review. 

Moreover, the editor can communicate your concerns about missing files or whatever else is important to complete a review.