Visit this page and click Download.
If you are prompted to either save the file or run it, select "Run". Otherwise, after downloading the file, double click on it to open it, and select "Run".
Continue through the install wizard, selecting the default options.
Open the Git Bash program, which can be accessed from the Start Menu via All Programs > Git > Git Bash. If you are using Windows 8, search for Git Bash in the app list.
You can now use Git commands, as well as standard Unix commands, within Git Bash. For example, try running
git --version or
ls. To copy and paste in Git Bash, follow the instructions here.