Most of the time that you'll be using Vuex will be in larger component based applications where you likely be using a module bundler such as Webpack or Browserify in conjunction with Vueify if you're using single files.
In this case the easiest way to get Vuex is from NPM. Run the command below to install Vuex and save it to your application dependencies.
npm install --save vuex
Ensure that you load link Vuex with your Vue setup by placing the following line after your require('vue')
statement.
Vue.use(require('vuex'))
Vuex is also available on CDN; you can grab the latest version from cdnjs here.