Download the Windows installer (the 32-bit/64-bit version).

• Launch the .exe file after the download completes.
• Follow the instructions and accept the license terms.
• Specify the destination for the installation.

Dialogue boxes like these should guide you through the next steps. Go with the default options unless you want to customize the destination folders or don't want to install certain features:

If you are a Mac user instead, follow the following steps for installing Anaconda on a windows machine once the download is done.