Putty
Introduction
Putty is a free SSH (Secure Shell) client for Windows.
Installation
First off, you should download Putty from here. Make sure to download the correct version for your Windows (32-bit or 64-bit). The link will download a .msi file. After finishing the download, run the .msi file. You may get a security warning; hit yes to continue. Click next through the wizard, pick an install location, and click next until the wizard has finished installing. If you are used to using a wizard, this will be standard fare.