To download the Arduino IDE, go to https://www.arduino.cc/en/Main/Software and download the latest version:

Now, you can download the version you want depending on your operating system. There are versions for Windows with and without admin rights, macOS X, and Linux for 32 bits, 64 bits, or ARM processors so that you can install and work, even on a Raspberry Pi.

After you have downloaded the Arduino IDE, you need to install it on your local computer.

If you are on Linux, you need to use the xz and tar command to open the Arduino IDE archive, then you can go into Arduino-1.8.2 and start it with sudo ./arduino.

In Windows, just launch the Arduino executable file, as follows:

Congratulations! You have installed the Arduino IDE and now it is time to configure it for ESP8266.