Note the instruction here is based on the latest version of the VirtualBox. If you have already installed an earlier version of VirtualBox, your experience may be different. It is recommended to use the latest version of VirtualBox to avoid issues. The VirtualBox forum is a good place to find a solution if you see any problems.
Go to VirtualBox website here to download the binary for your current operating system. Since our host machine is running on Windows, I'll choose 'x86/amd64' from Windows hosts. When download is finished, run the executable file. Continue with the installation of VirtualBox with the defaults. This will open VirtualBox at the end of the installation.