Strangely, you don’t need to download JavaScript. You can just write it as plain text. Here is some JavaScript:
const message = 'Hello World';
console.log({message});
However, it can’t do anything unless you have a JavaScript engine. This is a program which reads and interprets the code and produces an output.
Since JavaScript is mainly a language for the web, all web browsers have a JavaScript engine. However, you can’t simply load a JavaScript file into a web browser. It has to be attached to an HTML page. When you load an HTML page in the web browser, the browser will parse the page and then interpret the JavaScript.
These days however, JavaScript comes in another form called Node. This is the JavaScript engine which Google uses in the Chrome browser. But it has some extra features (written in C++) which allow it to work in a desktop environment. For example, you can use it to connect to the file system.
You can download Node here: https://nodejs.org/en/
You will then be able to run JavaScript files from your desktop by running node myJavaScriptFile.js from the command line. I suggest using a text editor like Visual Studio Code which has a terminal built in.