Installing Kodi Media Player is as simple as installing anything else on the computer. You pay for the software (because otherwise, it’s pirated and unless you’re in China, that’s illegal and enforced; in China, it’s just illegal but not enforced). Then, you follow the on-screen instructions. Depending on what you buy, that could be from inserting a CD into the CD-ROM player, or by simply downloading the software from the internet and following the instructions once it has downloaded.
If you don’t know what this is, you shouldn’t download it. This is a good rule of thumb because otherwise, you could download some knockoff with malware. Be cautious of opening software if you didn’t buy it, for that very reason.