Sorry for the late reply, didn't see this one before now.  :)

Sounds like your install went well, but you still need to change the layout for it to be activated! If you have a little language button at your screen's lower right, press that; otherwise, navigate through Control Panels -> Regional and Language opt. -> Language (tab) -> Details... (button) -> phew, finally there! Now, Add Colemak if it isn't already there. You can set hotkeys for switching layout under Key Settings (I don't like them much and use a scripted solution instead). The final setup depends a bit on what your language was beforehand.