The Terraform installation is nothing more than a zip file download.
You can download Terraform from HERE: When you download the file (I have only used the Windows version at the time of writing) it will be a zip file. Unzip this in to it's own directory. You will just have a single executable that runs at command line level, so you need to open a command prompt to use Terraform.
As well as Terraform you will need a decent text editor, notepad on Windows is okay, but I would recommend notepad++ or some other more advanced text editor.