The ADAM installer can be downloaded from Microsoft free of charge. That Microsoft page also contains additional information on installing and configuring ADAM, but the instructions here should be sufficient.
There is a known issue with ADAM on some versions of Windows which may cause problems if the following Registry key is set to any value other than 0:
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Lsa\forceguest
You can ensure that this key has the value 0 by running the following command:
reg add HKLM\SYSTEM\CurrentControlSet\Control\Lsa /v forceguest /t REG_DWORD /d 0 /f
or by editing the Registry using a tool such as Regedit.
After downloading the installer, simply run it (as an administrative user) to install ADAM.