To use the Discord Link MC application unzip the file corresponding to your computer (Windows, Linux...).
Once unzipped, all files must remain in the same folder for the application to work.
You can put the folder containing Discord Link MC wherever you want on your computer and all you have to do is run it.
Once launched, you just have to follow the instructions until you are given your code to link your accounts.
It is possible that after disconnecting or closing Discord Link MC, if you try to restart it you will not hear anyone.
In this case just restart your discord, then restart Discord Link MC, this should solve the problem.