Get the latest Shibboleth SP
Start IE and download shibboleth-sp-2.x.x-win64.msi from http://shibboleth.net/downloads/service-provider/latest/win64/
Install the downloaded msi file and answer yes to the question if the ISAPI shall be configured. This will work if you have followed the instruction on how to configure IIS in this wiki. After installation you have to reboot.