If you have a modern Linux distribution or macOS, then you probably have Python 3 setup already. Open the Terminal and enter python3 to see it up and running. If you don't then the steps for Windows will generally work for you too, just that you'll use the Terminal instead of Powershell.
Download the installer from the python website: https://www.python.org/downloads/ - choosing the Python 3 version. The instructions are straightforward for each installer, follow your heart and go with the flow.
Now with either the Command Line or PowerShell, run the following command:
python --versionFor those on *nix systems, you do this in Terminal:
python3 --versionExpect to see some output like this:
Python 3.7.0
If you'd prefer a more in-depth guide, feel free to check out these tutorials or find your own on the web