If you're using a Linux distribution, simply install vim via your paket manager.
Go to this website and click on the download link "gvim81.exe". Altenatively, you can use this directlink.
Now run the just downloaded installation file. In the prompt "Installation Options", please make sure to select the following options:
- Vim console program (vim.exe)
- Create .bat files for command line use
- Create a _vimrc if it doesn't exist
Please follow the instructions here