Download and install the version of conda for your operating system from http://conda.pydata.org/miniconda.html.
For Windows, make sure it is the Miniconda3 installer, and simply double-click the exe file.
For Mac, run:
curl -o Miniconda3-latest-MacOSX-x86_64.sh https://repo.continuum.io/miniconda/Miniconda3-latest-MacOSX-x86_64.sh bash Miniconda3-latest-MacOSX-x86_64.sh -b
For Linux, run:
wget https://repo.continuum.io/miniconda/Miniconda3-latest-Linux-x86_64.sh -O Miniconda3-latest-Linux-x86_64.sh; bash Miniconda3-latest-Linux-x86_64.sh -b
Note that you may need to create a new terminal after this step in order for the environmental variables added by conda to be loaded.
(Optional) Create a conda environment
If you are working with many python packages, it is generally recommended you create a separate environment for each of your packages. For example:
conda create --name my_env python source activate my_env # OSX or Linux activate my_env # Windows