The NazeWiiConf is a tool to setup your Naze and later also MultiWii Boards on any OS. It is Java based so you will need to install Java.
Don't use the beta if you not have some computer experiences. And know how to flash the Naze with STM Download Demo. Because that is what you have to do if the flashing with NazeWiiConf fails.
For Naze32 you need to install Silab VCP drivers. Download here