Go to https://www.lazarus-ide.org/ and download a version for your Windows - probably 64-bit. The size is around 200Mb.
Lazarus is a safe program, but Windows Defender might warn you anyway. Click for more Information, and choose Run Anyway.
Run the installer, then click OK a few times to accept the defaults. Finally, click Finish.
Now, you can compile an existing project, if you have one - so open its folder, and locate a .lpr file.(Lazarus Project file) Double-click it.
Lazarus will open the project, showing its source and screen designer etc. To get an exe, just click Run | Build at the top.
After a few seconds, the exe will appear in the project folder, ready to run. Close Lazarus.