Protonmail.com says the following: Note, you can also install Tor itself instead of Tor Browser, which will route all your traffic through Tor, not just your browsing activity. A guide for installing Tor can be found here." Is this correct because I could not find it?
It is correct but way too broad to be explained here. Please try installing Tor as a service on your OS and then ask a question specific to that.
The message on Proton Mail is misleading. Unless you go through some detailed setup instructions, installing Tor by itself will not automatically route all traffic through it. Tor is essentially a SOCKS5 proxy that you have to opt in to, which you can do at the operating system level, but it takes some serious configuration to do so without causing leaks, especially on Windows.
If you just want a secure connection to Proton Mail, Tor Browser should be more than sufficient. If you're paranoid and want OS-level Tor routing, don't do it yourself; use something like Tails, which has everything set up and locked down for you on a live CD.