The Easy Way
Just use Chocolatey, its amazing. It takes a minute to install Chocolatey, and another minute to install NodeJS with
cinst nodejs.install. You will need to reboot after the installation, because this is still Windows.
The Hard Way
Download the installer, and follow the prompts (this not only takes longer, but requires you to press more buttons). Reboot when you are done.
We really have come a long way. I remember trying to install node on Windows a few years ago, and it was a major pain. These two methods aren't all that different.