While it's possible to download packages and install them manually, it's such a hassle. Fortunately for us, OS X has an unofficial package manager called http://brew.sh Let's install it. Open you Terminal and paste the following code:
ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"
Great. Homebrew will automatically install packages to /usr/local. Conveniently, that directory is already in your include and link paths.