The method used to obtain any bits and pieces of software you may need is pretty much standard from company to company. Remember that it is in a software producer's best interest to make things as easy as possible for their clients to download and install software; otherwise they leave a gap for someone else to improve on their process. Because the best way to make things easy to understand is by providing a logical and consistent approach to obtaining their software, you will find that for more or less anything you want to get hold of, the following steps will apply:
Go to the producer's site.
Find the download page.
Download the software.
Unpack the software or run the executable, depending on the method of installation.
Install the software.
Configure your installation.
Test your setup.
Mostly this is the procedure followed, though not all the time. As an exercise in getting to know your way around your development environment, you might want to read over the next section...