Power BI Desktop is the primary development tool for authoring Power BI reports. There are other ways of creating Power BI reports using your internet browser, but they are not as full-featured as the Desktop application, so Windows users are encouraged to follow the steps in this article if they want to begin creating reports in Power BI.
Go here to download the installer: https://www.microsoft.com/en-us/download/details.aspx?id=45331
Select your language from the dropdown list and click the Download button.
A new window will appear asking you to select the version you want to download, either 32-bit or 64-bit. This relates to the verison of Windows that you have installed. Most users will require the 64-bit version, which is PBIDesktop_x64.msi. The 32-bit download is PBIDesktop.msi.
If you don't know whether your operating system runs on 32-bit or 64-bit architecture, you can go to the System Information screen in Windows 10 and look for the field saying "System Type." The following article gives detailed instructions on how to get to System Information: https://www.windowscentral.com/how-check-your-computer-full-specifications-windows-10
Once the installer has finished downloading, double-click to run the installer and follow the on-screen instructions.