An App is software that runs on your machine to provide a function, in this case videoconferencing.
Type (or just click this link) https://zoom.us/download into your browser (Microsoft Edge, Chrome etc), and this will take you to the official Zoom Download Center:
You may see more than just the one Download option – the one you want is Zoom Client for Meetings.
Click the big ‘Download‘ button immediately below, and in a few seconds the Zoom installer will download in the bottom left of the window, labelled ‘Zoom Installer.exe’.
Click on ‘Zoom Installer.exe’ and the Installer will run and after a few minutes you will see this screen:
Congratulations – you’ve now installed Zoom, and can set up or join Videoconferencing with friends and family.