Go to the Node.js website and download it from there. The most up-to-date version should be fine.
You will need somewhere to write your code. There are a lot of popular, free text editors out there. If you don't have one already, here are some suggestions.
The code you need for this tutorial lives in a GitHub repository. You will need to get a copy onto your computer.
Go to https://github.com/node-girls/express-workshop, and look for the green button that says Clone or Download. Download the files as a
.zip. Then go and find the location of the
.zip file and unzip it.