Git Bash is a source control management system for Windows. It allows users to type Git commands that make source code management easier through versioning and commit history. Bash is a Linux-based command line (that has been ported over to Windows) while Shell is a native Windows command line.
Git Bash is not a GUI software, it is a command-line prompt. You will only use Git Bash to write and run commands on the terminal.
Download the Git Bash setup from the official website: https://git-scm.com/
Download the installer.
.exe file you just downloaded and follow the instructions in the installer.
Run Git Bash by right-clicking on any folder and selecting the Git Bash Here option from the context menu(right-click menu).