To download Maven, please visit http://maven.apache.org/download.cgi. Click on the latest version, apache-maven-x.x.x-bin.zip; at the time of writing this, the current version is apache-maven-3.2.1-bin.zip. Download the latest version as shown in the following screenshot:

Once the ZIP file is downloaded, extract the files to, let's say, maven3. After extraction, the contents of the maven3 folder will have another folder named apache-maven-3.2.1 and the contents of that folder will be as shown in the following screenshot: