Click the link above and download the latest UF2 file
Download and save it to your Desktop (or wherever is handy)
Plug your Circuit Playground Express into your computer using a known-good USB cable
A lot of people end up using charge-only USB cables and it is very frustrating! So make sure you have a USB cable you know is good for data sync
Double-click the small Reset button in the middle of the CPX, you will see all of the LEDs turn green. If they turn all red, check the USB cable, try another USB port, etc.
(If double-clicking doesn't do it, try a single-click!)
You will see a new disk drive appear called CPLAYBOOT
Drag the adafruit-circuitpython-etc...uf2 file onto it
The CPLAYBOOT drive will disappear and a new disk drive will appear called CIRCUITPY
That's it! You're done :)
For more detailed info on installing CircuitPython, check out Installing CircuitPython.