Head over to the download page to download the client for your platform.
The first time you run the program, it will ask you to install a certificate to your system.
That certificate is required to enable HTTPS on localhost, which is needed for the web UI
to work properly. Otherwise, your browser will complain and ask you to manually approve the
certificate.
If you still see an error in your browser after installing it, restart your browser and open it again. If that doesn't work, you can safely bypass the self-signed certificate warning, and everything will still work properly.
Next: Adding a Server