The first thing to do is install OpenAI Gym; a minimal installation can be done using pip install gym. The OpenAI gym provides a variety of environments, such as Atari, board games, and 2D or 3D physics engines. The minimal installation works on Windows and supports only basic environments--algorithmic, toy_text, and classic_control--but if you want to explore other environments, they will need more dependencies. The full make is supported in OS X and Ubuntu. Detailed instructions can be read at OpenAI Gym's GitHub link (https://github.com/openai/gym#installing-dependencies-for-specific-environments).