As soon as you click on a URL link that you receive to join a meeting, you will be prompted to download the app. This does not mean that you have to pre-install the software.
The app can be manually installed by visiting the Download Center if you prefer.
https://support.zoom.us/hc/en-us/articles/201362113-Where-is-the-PC-app-
If you would like more information on how to get started, please refer to Getting Started with Zoom.