You can download Python for Windows from the website https://www.python.org/download/releases/3.5.0/. After downloading the *.msi file, you should run it (double-click on it) and follow the instructions there. It is important to remember the path (the directory) where you installed Python. It will be needed later!
Verify the installation was successful by opening the Command Prompt application and running the python3 command:
$ python3 --version
Python 3.5.0