The first thing to do before installing and using Kali Linux is to download it. You can get Kali Linux from the Kali Linux website (http://www.kali.org/downloads/).
On the Downloads page, you can select the official Kali Linux image based on the following items:
Images for VMware, VirtualBox, and Hyper-V can also be downloaded from the Offensive Security Downloads page at https://www.offensive-security.com/kali-linux-vm-vmware-virtualbox-hyperv-image-download/, as seen in the following screenshot: