I have a straightforward guide on how to get up and running on windows here: https://github.com/easlice/bandcamp-downloader/issues/21
You should always archive your collection anyways. One negative thing about bandcamp is that artists/labels/bandcamp can remove anything at anytime for any reason, so things you paid for can straight up disappear. This was very disappointing to discover. Note that sometimes things are set as hidden, rather than outright removed. This info may be outdated, as the relevant support page seems to gave changed from the last time I looked at it.
Because of their no DRM policy and full on downloads, not just streaming, Bandcamp has basically become the only place I’ll buy music outside of CDs.
I’m happy enough to hand artists money if it’s easy and I can archive a lossless copy, but if they start fucking around with things, I’ll go right back to doing what I was before. That said, if they fix the outright removal of paid things problem, and start treating “artist” as first class instead of “label” in searches and links, I’ll be singing their praises.