Download the latest Zephyr SDK from here: https://github.com/zephyrproject-rtos/sdk-ng/releases/
Then follow these steps:
pip3 install west
west init zephyrproject
cd zephyrproject
west update
cd zephyr
export ZEPHYR_BASE=$PWD
pip3 install -r scripts/requirements.txt
cd samples/tfm_integration/psa_level_1
mkdir build
cd build
cmake -DBOARD=mps2_an521_nonsecure ..
make
make run