You will need a copy of Node.js as an environment to run the package. Then you use a dependency manager like npm, yarn or pnpm to download TypeScript into your project.
npm install typescript --save-dev
All of these dependency managers support lockfiles, ensuring that everyone on your team is using the same version of the language. You can then run the TypeScript compiler using one of the following commands:
with Visual Studio
For most project types, you can get TypeScript as a package in Nuget for your MSBuild projects, for example an ASP.NET Core app.
The examples below are for more advanced use cases.
Globally Installing TypeScript
It can be handy to have TypeScript available across all projects, often to test one-off ideas. Long-term, codebases should prefer a project-wide installation over a global install so that they can benefit from reproducible builds across different machines.
You can use npm to install TypeScript globally, this means that you can use the tsc command anywhere in your terminal.
To do this, run npm install -g typescript. This will install the latest version (currently 4.6).
An alternative is to use npx when you have to run tsc for one-off occasions.
via Visual Studio Marketplace
You can install TypeScript as a Visual Studio extension, which will allow you to use TypeScript across many MSBuild projects in Visual Studio.
Each of these projects handle the file conversion, but do not handle the type-checking aspects of the TypeScript compiler. So it's likely that you will still need to keep the above TypeScript dependency around, and you will want to enable isolatedModules.