Install SQL Server 2016
SQL Server 2016 can be installed with the SQL Server Installation Wizard, which allows you to install all SQL Server components in one go.
If you don't have a copy of SQL Server 2016, you can download the installation files from the Microsoft website. The Express edition is a free download, as is the Developer edition.
The examples in this tutorial are all done using the free Developer edition. You'll need to become a Visual Studio Dev Essentials member first (if you're not already a member). If you don't want to become a Visual Studio Dev Essentials member, you can download the free SQL Server 2016 Express edition without that requirement.
Here's a high level overview of the steps required to download and install SQL Server 2016.
Download SQL Server
Launch the SQL Server Installation Center
Start the Installation
Complete the Installation
Check out SQL Server 2016 Installation with Screenshots for a step-by-step guide through the installation wizard, complete with screenshots.