You'll need to decide whether you want to download the ISO image file and create a CD/DVD or if you want to download the auto-installer for USB keys to create a bootable USB flash drive. To use memtest, you have to download it and create the bootable media first.

Reputable memory makers like, Corsair, Patriot Memory, Crucial, and others, recommend memtest to test their memory products. In our tutorial, we're going to use a widely-used memory testing application called memtest (memtest86+). Manufacturers will often require you to run their support utilities first, before agreeing to replace hardware or move forward with a trouble ticket. Feel free to try out those utilities, especially if your computer is under warranty and you want to make a warranty claim. Laptop and desktop PC makers occasionally provide preinstalled utilities that sometimes include a memory test. If you suspect that your RAM may be faulty, you can run a memory test to confirm that you have a bad memory module. A bad memory module (RAM) can cause unpredictable behavior in a Windows system, including the dreaded blue screen of death.

Windows 8 memory diagnostic