Download the latest version of Python from Python Downloads. (At the time of this writing the latest version of Python is 3.9.0.) The web page offers you the version of Python appropriate to your operating system. Download and compile the appropriate version of Python - the web-based installer is probably the easiest.
Execute the files that you have downloaded. These programs must be run with your computer's administrator privileges, so be prepared to enter your appropriate password when asked. Under Advanced Options, select Add Python to environment variables and Precompile standard library.