Go to the Download page and download the installer for your operating system (available for Windows (64bit and 32bit) and Mac OS X), then install it.
The Releases page can help you to find the right binary for you OS.
e.g. on Mac OS X:
Materia Server is bundled in Materia designer so if you're using Materia designer, you don't need to install separately Materia Server.
You can install Materia Server from npm:
(sudo) npm install @materia/server -g