git clone --recursive https://github.com/Kha-Samples/Empty.git
Available for Windows, OS X and Linux. You can get Kode Studio or check out Kha from GitHub.
Downloads for Windows, OSX and Linux are hosted at GitHub.
To get started, short answer is unzip the archive, start the executable and open a directory (File -> Open Folder) containing a Kha project - or open an empty folder and hit the "Init Kha Project" command (Press F1, type Kha, click it).