Home of QGIS is at
http://qgis.org
There is a lot of info there so do take some time to read it.
The download page is at
http://www.qgis.org/en/site/forusers/download.html
As you see there are various platforms supported.
Download and install the version suitable för your operating system!
Don't worry as I've seen it working perfectly on Windows and Mac as well
as on Linux computers so your platform should not cause any problem
In the computer labs we are running the LongTermRelsease (LTR) of QGIS
so if you are on Windows I strongly recommend that using that during the
course. (Do not hesitate to run the latest version at your own computer
though)
When installing make sure that You have administrative rights on Your
computer! If NOT ask your administrator to either promote You to
administrator or, if he/she is reluctant to do that, "order" him to
install the software!
If installing on your own computer you will most likely have no problems
with this!
Some tips & tricks