You can download the latest release of SMF from the download page on the official Simple Machines website.
There are a number of packages available. As this guide covers fresh installs, you should download one of the "install" packages, which contain all the files needed to get the Forum up and running. If you are not sure which archive type to download, we suggest you download the zip option as this is most common and therefore you are most likely to have the tools required to unzip it already installed on your computer.
It is important that you unzip the package ensuring you keep the directory structure. If you are using Windows XP, the easiest way is to right click on the file you downloaded and select the "extract all" option and follow the wizard. If you are using another Windows version you can use WinZip or a similar program. If you are using another operating system, then use an archiving program of your choice.
Next: Uploading SMF

Obtaining SMF
Sounds great!