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You can download the latest version for free from the TeamSpeak homepage. Click the green "Free Download" button on the homepage to download the latest 32-bit version for Windows, or click the "More Downloads" link to find links to downloads for other operating systems.  If you are using a 64-bit version of Windows, download the 64-bit client for best performance. You will need to download and install the client even if you are setting up a TeamSpeak server. You will need to accept the agreement before your download can begin. Make sure to read the entire thing to understand your rights, then check the box labeled "I agree". Once the download is complete, run the setup file to begin installation. The setup process is identical to most software installations. Most users will not need to change any settings during installation.
Visit the TeamSpeak website. Accept the license agreement. Install the client.