To install anaconda with the associated tools, start with the installation instructions in the anaconda documentation. Follow the steps outlined for your operating system. Unless you know what you are doing, just accept all the defaults.
As well as installing the software, this process will set up anaconda navigator, which is a graphical tool for managing the software.
For a video walkthrough, see:
To make sure things are set up correctly, refer to the Getting Started with Anaconda web page: