What is it?
It is a desktop publishing application for publishing content to your website(blog). Its most compelling feature is that it uses WYSIWYG environment unlike the interface provided by your blogging software.
How to get it?
The Windows Live Writer is available as an update to Windows 7 via Windows Update along with other goodies such as Windows Live Photo Gallery and Windows Live Movie Maker.
How to connect it to my blog?
When you launch Windows Live Writer for the first time, it will ask you a series of questions in a wizard which will include things such as the type of blogging software in use and the blog address. This wizard can be used to add multiple blogs via Blogs->Add blog accounts later.
You also need to provide it with an account username and password which has the rights to publish content on the website.
After you provide the details correctly, it will attempt to connect to the website and verify the details.
It will download the theme and other features to set up the WYSIWYG environment for posting content on the site. After this you will be asked for a nickname for the blog and if you want to share it via your Windows Live account.
How to create a post?
After completing the above steps, you will be presented with the main window. Here you can choose ‘File->New Post’ or ‘File->New Page’ to create a Post or a Page respectively. You will be shown an empty post with the theme set to the theme that you are using on the website. You can start typing as in any word processing application. All the editing and formatting tools work exactly the same. In the end just use the ‘Publish’ button or ‘File->Publish’ to Blog to post the content to your website.