It's been a while since I downloaded and installed a KiCAD package (I'm running a nightly build from back in February), but . . .
Go to the download page at KiCAD Download Page and download the appropriate installation package to a convenient location. The file is BIG, so it may take a minute or two.
Close the KiCAD program manager window, and any KiCAD programs that may be running.
Double-click on the downloaded file (it will have an " *.exe " extension) to start the installation. I think there's a menu where you tell the installer whether or not to install libraries, "Help" files, examples, etc. I always installed all of 'em. The installer will install the new version on top of the old version, AND CLOBBER ANY EXISTING OFFICIAL FOOTPRINT OR SYMBOL FILES THAT YOU MAY HAVE MODIFIED!
Installation takes a few minutes. Play a round of "Minesweeper" while you wait.
There are plenty of posts on this Forum explaining how to set up KiCAD to use local libraries (either clones of the online Github libraries, or your own libraries). Search them out if you need help configuring KiCAD to work in this mode.