Before you install express, make sure you have node and npm installed already.

Go to the command line and type the following

npm install -g express

That's it - you now have express installed! (globally (-g) )

It's probably worth installing the generator package as well

npm install -g express-generator

if you type

npm install -g express --save

within your project folder, it will add express to your dependencies (but we'll cover that later on).