We'll be using Julia 1.9.3 throughout, so we recommend you use the same version to avoid any issues. (If the patch version is different, e.g. 1.9.2 or v1.9.1, that is no problem; the important bit is that you're on a version ≥1.9)
If you're using a Windows machine, we highly recommend checking out the Windows Subsystem for Linux (WSL). It's a powerful tool that allows you to run Linux applications, including GUI apps, and even supports GPU acceleration. This can greatly enhance your Julia programming experience.
Julia can be downloaded at the official website (https://julialang.org/downloads/) and a more detailed instructions can also be found there (https://julialang.org/downloads/platform/).
Other than the official installers, you can also try Juliaup which will make it easier to work with multiple Julia versions down the line.