To start, visit the download page via
unrealengine.com/what-is-unreal-engine-4 and create an account with Epic Games.
Then install the Epic Games Launcher.
The Unreal Engine icon above also redirects to the download page as well.
After the installation of Epic Games Launcher, log in with the registered account then navigate to Unreal Engine and click install!
To begin learning how to take the first steps in using Unreal Engine, start from either the Unreal Engine Documentation or the video tutorials provided in the Video Tutorial Documentations.
There's also the provided embedded "Get Started With UE4" Youtube Playlist as well.
For more links, here are a few more to help out below and also check the resources page.
Unreal Editor Manual
Level Designer Quick Start
Artist Quick Start
Programming Quick Start