Unless you have changed the default settings, the file should download to the "Downloads" folder.
Your browser will provide a way to locate the downloaded file. Select "Show Downloads" under the "View" menu.
In this case you can click the magnifying glass to take you to the file.
The downloaded file is an installer package. Double-click the package and follow the prompts to complete the installation.
The program will install in the "Applications" folder by default.
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