Before you can get started with Xtext, you need to install it. Xtext is packaged as a set of Eclipse plugins, so one way to install Xtext is to install Eclipse and then to install the Xtext plugins from the update site. You can find information about how to do this on the official Xtext download page.
An easier path to installation may be to download a version of Eclipse with the latest version of Xtext already installed. To do this, use the Eclipse Installer from the Eclipse download page, and install the Eclipse IDE for Java and DSL Developers.