macOS / OS X
Install homebrew then run brew install swi-prolog. You can now run the Prolog shell from the command line with swipl.
Important: do not install from the official website, you will get crashes.
Windows
Install from the official website (you need at least a typical installation).
Then run the prolog shell from the start menu.
Linux
Install from your system package repositories (debian/ubuntu/mint: swi-prolog) or follow the instructions from the official website. Run the Prolog shell from the command line with swipl.