The installation process differs based on your environment. In general, you can download Python for your platform from the website: https://www.python.org/downloads/
For Windows and Mac, follow the installer wizard which preselects the default configuration. You might want to tick some options such as enabling PATH variable so that you can access python from the command line.
On Linux, it is quicker to install the python package using your package manager (apt, pacman). Look up which python packages exist for your package manager and choose the version that you need (the latest is recommended).
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