In many cases you will have the opportunity to install Okular in a modular way, so you can decide to install support for specific formats separately or install translations for the user interface. If not, you can install it with the package management tool of your Linux distribution. If you are using Linux, Okular might already be pre-installed on your system as part of a default selection. In many cases it will automatically be opened when clicking the download or install link for your platform.
Most platforms have a graphical installer which can be used to install software packages. To install Okular follow the instructions of the platform you are using for how to install software. There are also experimental nightly builds, for which testing and bug reports would be welcome. The stable release is available on the Microsoft Store. Have a look at the KDE on Windows initiative for information on how to install KDE Software on Windows.
If you want to build from source, you can check the Build It section. Okular is released regularly as part of KDE Gear.
Experimental Flatpaks with nightly builds of Okular can be installed from the KDE Flatpak repository. You can install the latest Okular Flatpak from Flathub. You can install it from the KDE Software Center. Okular is already available on most Linux distributions.