Once I had asked a couple of questions and sussed out a couple of things the installation is a breeze.
Download the 'Windows Server' and the 'Windows Client' from the links.
Install the server, I put it on a drive of my choosing, and it creates a folder called 'IL-2 Dials' and a desktop shortcut.
Unzip the client to the 'IL-2 Dials' folder (I got rid of one of the folders that are unzipped and brought the files up a folder level...might not need to do it but it's me tidying up)
I created a desktop shortcut of the 'IL-2 Dials' application found in the client folder.
Run the server. Click on the settings icon in the bottom left corner and tick the 'Local Client (IP 127.0.0.1). This needs to be done if you are using the two screens on the same computer.
Run the client. Tick the 'Don't show me again' reminder about downloading the server, click on the bars at the bottom and click the wireless button. Where it says 'Automatic Scan' enter in 127.0.0.1. Drag the box onto the second screen.
That's the setting up done. Run the game. When you start a mission, actually flying, the gauges appear in the client box.
Away you go!