Yes, you have to download the software to install it, but it is free.
You can read at the link I posted to find out where exactly on the website the version is for your particular Operating System (I assumed you’re using Windows, though I didn’t know). They have pretty complete instructions on there to find out what version of Windows you’re using, etc.
It’s also available for Linux and MacOs (just go to the DOWNLOADS –> Current version menu option at the top of the website.)