There are several approaches to installing Git on Windows. We'll start with the most basic, a port called msysGit which provides a version of the Bash shell that offers a bunch of Unix utilities along with the
GitHub offers a graphical desktop application for Windows which bundles both Git functionality and some of the features offered by GitHub.
I recommend against the use of this application, at least until you're familiar with the underlying tools. It's fairly opinionated about the proper way to use Git, which is of course fine (everybody has opinions), but it seems to obscure some important distinctions.
First, visit the official downloads page:
Click the "Windows" link, and run the installer.
Next, click your way through the installer wizard. You'll be asked a handful of questions. Generally, the defaults are safe.
Under "Select Components", check the box for an icon "On the Desktop".
The first option ("Use Git from Git Bash only") has the least impact on your system, but the second ("Use Git from the Windows Command Prompt") is fine too, and might make life a little easier if you're used to the Windows command line.
It's probably ok to leave line-endings as the default, but remember that line endings can have an effect on some projects! If you're going to share files with other operating systems, consider switching this to "Checkout as-is, commit Unix-style line endings".
Now you can watch the progress bar:
And now you should be able to find a desktop shortcut called "Git Bash" (unless you didn't check that option in the installation wizard, in which case you should look in the Start Menu, or press the Windows key and start typing "git".
Fire it up, and you should see a simple command prompt window:
Doesn't look like much, does it? This is actually a version of Bash, the standard shell on Linux systems.