First I installed the Aria software, which includes the driver for the device (or vice versa).
The installation went smoothly, with no problems, though there were some oddities.
The quickstart manual emphasizes that you shouldn't touch any of the metal parts of the instrument when plugging in, and that's true, because otherwise you'll get strangely behaving keys. Though there is a reset button: if you press that (now without touching the , the instrument will recalibrate the keys, so the problems disappear.
The other one is that after installing the driver and plugging in the device, I got the message (after the "new hardware found" stuff), that the hardware will probably not work. But it did, and I've never seen that message again.
Next, I started the Aria software. My sound-card is an M-Audio MobilePre USB with native ASIO support (so I don't need the often recommended Asio4all - actually this card doesn't work at all with that). And I got an ASIO error upon startup, then the software crashed. Fortunately there is a solution for this, written in the M-Audio FAQ. So according to that I set the internal sound card as default, and the Aria software started.
Setting the preferences and EWI configuration is straightforward, though I don't understand why the EWI USB turns up as "USB Audio Device" among the MIDI devices, and why not by its name. (There is no technical limitation, as my M-Audio UNO USB MIDI adapter shows its own name.)
After that I installed the Arturia Brass software, which is very simple. The CD actually contains a 100MB file, the same as you could download as demo from the Arturia site, only an earlier version.
What is not so fast (but actually simple) is getting the license key for the software - it is well documented and easy, but could have been made more user friendly. You must manually navigate to the place, where you can get the license key, create an account, ask for a license on the site, then open an other software, the eLicenser to download the license. It could have all been included in the Brass software itself.