AES may be downloaded in same manner as all Pega software products. Go to community.pega.com/support and look for digital delivery.
If you are just getting started, I strongly advise that you use the PDC service instead of installing and operating AES. PDC is free for all customers. The service is immediately available for your use.
PDC offers better software, better support and better price than AES.
Better software - PDC is enhanced frequently - currently on a weekly basis. AES 73 was released in Sept 2017; PDC was last released last Wed.
Better support - using the PDC service, you can collaborate with customer support and the PDC product team. We can see and fix issues you find with the software, and quickly answer questions regarding data and recommendations.
Better cost - PDC is totally free. You don't need to get a database server / DBMS license; you don't need application server and license; you don't need to have staff to administer the systems or maintain the application.