Either install MySQL Utilities using the MySQL Installer for Windows (a system that manages installations and updates for all MySQL products on Windows), or download and execute the standalone file.
MySQL Installer: Download and execute the MySQL Installer MSI file. Select the MySQL Utilities product and then proceed with the installation. This is the recommended approach, and automatically selects and installs the required prerequisites. See the MySQL Installer manual for additional details.
Standalone: Download and execute the MySQL Utilities standalone MSI file.