How to review a manuscript where the software is difficult to install?
You should ask your editor for advice on this. I doubt, however, that you should reach out to the authors in any way. But the editor can, on your behalf, ask the authors for specific instructions for installing the software on your OS. The editor can make this a condition of getting a review. 

Moreover, the editor can communicate your concerns about missing files or whatever else is important to complete a review.