In your Visual Studio open the Solution Explorer window then right click on your project then choose Manage NuGet Packages from the menu:
In the window that opens type EntityFramework
in the search box in the top right.
Or if you are using Visual Studio 2015 you'll see something like this:
Then click Install.
We can also install entity framework using the package manager console. To do you have first to open it using the Tools menu -> NuGet Package Manager -> Package Manager Console then enter this:
Install-Package EntityFramework
This will install Entity Framework and automatically add a reference to the assembly in your project.