The term "Root" refers to the beginning of the System folder/file structure as viewed in Windows Explorer. C:\ = "Root" in a typical Windows installation.
If you wanted to install your program in the "Root" of "C:\" then at the beginning of the installation, when the installer informs you that it will install your weather app to "C:\Program Files\Real Environment Xtreme", you simply change that destination to "C:\Real Environment Xtreme" before you click "next" or "install" to finish the program installation.
The likely reason the installer wants to install to the "Root" of the drive is because it's one of those programs that don't play nice unless they have a real short path to Windows resources.
I noticed that "New Volume (E

" is where you installed your weather application. Is "New Volume (E

" where your Windows installation is located? Or is that a typo? If that's where you have Windows installed then it's all good. Your weather app installation should look like this: "E:\Real Environment Xtreme". I'm guessing your Windows installation is the default "C:\Windows", in which case your weather app installation should look like this: "C:\Real Environment Xtreme"
Note: The naming convention that Windows assigns drive letters by is alphabetical; A:\, C:\, D:\, E:\, F:\, etc. Each one of those is the "Root" of that drive or volume. However, when it's specified that a software should be installed in the "Root", best practice is to install to the "Root" of the drive or volume where Windows is installed.