Windows
Go to the Python Downloads page and click the "Download Python" button under the "Download the latest version for Windows" section:
After downloading the Python installer, launch it by double-clicking the file. Proceed through the installation steps, choosing the settings that best suit your needs.
Mac
You can follow the instructions of this phoenixNAP post: How to Install Python on Mac
Ubuntu
You can follow the instructions of this phoenixNAP post: How to Install Python 3 on Ubuntu