Learn QGIS
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Latest QGIS release

Start by double-clicking on OSGeo4W executable. This will lead you to the following screenshot:

OSGeo4W setup screen

Select the Express Desktop Install radio button. This may not install QGIS 3.4. If you wish to specify a version, please see the next section on Advanced Installers. The Advanced Install radio button is useful if you want to customize your installation, or choose your installation version or perhaps by install the development version of QGIS:

Setting the express package selection

Accept the defaults and click on the Next button. This will set off the download process. Progress will be displayed as each component is downloaded. Having these installed will provide you with more tools to perform Geospatial analysis. After a short period of time, you should see OSGeo4W in your programs menu along with all the other installed software, similar to the following screenshot:

How QGIS appears in Windows

If QGIS is appearing in your programs menu, then it is now installed on your machine.

It is possible to have multiple versions of QGIS installed on Windows. This may mean that you could have QGIS 2 and QGIS 3 running on the same machine. Please remember QGIS 3 projects will not open in QGIS 2. You may need to have two versions installed if you are reliant on a plugin that is no longer supported or has as yet to be ported to QGIS 3.