https://nodejs.org/download/ . The page has Windows Installer (.msi) as well as other installers and binaries.Download and install for windows.

Node.js comes with NPM.

NPM is located in the directory where Node.js is installed.

Jake's answer was posted in 2012 and while useful it references Chris Lea's Node.js PPAs who are no longer updated since march 2015.

Here's the steps I use to install Node.js and npm in my home directory:

Install Node.js with nvm (no sudo required):

curl -o- https://raw.githubusercontent.com/creationix/nvm/v0.33.2/install.sh | bash
source ~/.bashrc
nvm install 7
npm install -g npm  # update npm

Now you can install -g without sudo and everything goes into ~/.nvm/

Or install Node.js without nvm (official instructions):

Install Node.js

• Node.js v6 (current LTS as of May 2017):

  curl -sL https://deb.nodesource.com/setup_4.x | sudo -E bash -
  sudo apt-get install -y nodejs
  

• Node.js v7:

  curl -sL https://deb.nodesource.com/setup_7.x | sudo -E bash -
  sudo apt-get install -y nodejs
  

Change npm's default directory to a local one:

mkdir ~/.npm-global
npm config set prefix '~/.npm-global'
export PATH="$HOME/.npm-global/bin:$PATH"  # ← put this line in .bashrc
source ~/.bashrc  # if you only updated .bashrc

Alternatively replace .npm-global by the directory of your choice.

Update npm and check it is installed in your $HOME directory:

$ npm install npm -g
/home/<username>/.npm-global/bin/npm -> /home/<username>/.npm-global/lib/node_modules/npm/bin/npm-cli.js
/home/<username>/.npm-global/lib
└─┬ [email protected] 
  ├─┬ [email protected] 
  │ └── [email protected] 
  ├── [email protected] 
  └── [email protected] 

Now you can install -g without sudo and without messing with your system files.

Generally speaking, loading arbitrary data from a URL into a root shell session is not a good idea and I wish people would stop peddling it as a solution for everything - "Please just run this script I'm sending you, and also while we're at it - I have a bridge you'd probably be interested in purchasing".

As an alternative, here's the "Ubuntu Way" of doing the same, where you can see how the system is being updated and know what repositories and what keys are added to your system configuration:

curl https://deb.nodesource.com/gpgkey/nodesource.gpg.key | sudo apt-key add -
sudo apt-add-repository "deb https://deb.nodesource.com/node_7.x $(lsb_release -sc) main"
sudo apt-get update
sudo apt-get install nodejs

And here's the "post deprecation of apt-key way" of doing the same thing:

curl https://deb.nodesource.com/gpgkey/nodesource.gpg.key | gpg --dearmor | sudo tee /etc/apt/keyrings/nodesource.gpg
echo "deb [signed-by=/etc/apt/keyrings/nodesource.gpg] https://deb.nodesource.com/node_7.x $(lsb_release -sc) main" | sudo tee /etc/apt/sources.list.d/nodejs.list
sudo apt update
sudo apt install nodejs

This is for the latest (at time of writing) Nodejs version 7. Other versions can also be gotten with a simple change to the repo URL - consult nodesource.com documentation for details.