IntelliJ IDEA can be downloaded for Windows, macOS, and Linux directly from JetBrains' website: https://www.jetbrains.com/idea/download. On the web page, you are presented with two available editions for download: a paid Ultimate edition and a free Community edition. The Community edition is sufficient if you wish to run the programs in this chapter. Select the edition you wish to download:
IntelliJ IDEA download page
Once the download is complete, double-click on the downloaded file and install it on your operating system as you would any program.