First off, we need to download the script which will be used to install Anaconda. Download this file and save it in your Downloads folder, either using your web browser or by entering the command curl https://repo.anaconda.com/archive/Anaconda3-2019.03-MacOSX-x86_64.sh -o ~/Downloads/Anaconda3-2019.03-MacOSX-x86_64.sh
into your terminal. Either way, the file is quite large (around half a gigabyte) and could take some time to download depending on your connection, so do this as soon as possible.
Unlike with macOS, we need to use a graphical installer to set up Anaconda on Windows. You can download that here. The file is quite large so it could take some time to install depending on your connection.