The Git installer is pretty straightforward. Accept the license agreement (the GPL), choose where you want it installed (Program Files is fine) and so forth. At one point you'll see the dialog pictured. The first option is fine, but if you want to use Git from the Windows command line as well as Bash, then you'll need to click the second option. The third option is not recommended, but it does allow access to UNIX command line tools from the Windows prompt as well as the Bash prompt.
Choose the default on all the following dialogs and let the installer complete. Once you're finished, there will be shortcuts to "Git Bash" on your desktop and start menu.