The most obvious option would be to head on over to Nodejs.org and pull down the pre-compiled version for your O.S. If that is not an option for you, you can also get the source code. There is a great document on the Github Wiki page showing how to install from source.
If you plan or have need to work with more than one version of Nodejs on a single machine you may want to install via NVM (Node Version Manager). This will allow you to install any number of versions and switch between them with east. You can find the Github project here NVM.
Express is the framework for Nodejs that allows you to build out your applications back end. In order to use Express you will need to install it via NPM (Node Package Manager).
npm install -g express && nmp install -g express-generator
A brief note should be mentioned about the '-g' switch. Normally Node will install the package dependencies for a project in the projects directory. In the case of a library like Express, we want that functionality to be available to us anywhere. When you use '-g' you are telling NPM that you would like this package to be installed globally.