Download it, double click on the installer file you download, and install it.
If this advice is wrong then it's because you haven't properly explained your problem. If this hasn't solved it, tell me your operating system, explain just what you mean by "go to install [windows] explorer".
Go to "run" on your computer and type iexplore, and click OK. If internet explorer starts then, then at least it's there and working.
To create a shortcut, go to your main drive /Program Files/Internet Explorer/iexplore.exe, right click on iexplore.exe, choose "create shortcut", and then drag the new shortcut onto the desktop.