The ExAM Application can be found on the Salesforce AppExchange here. To install the App you should navigate to the previously mentioned URL.
On this page, you are able to view information about the product as well as a quick video. To install ExAM you will log in using your Salesforce credentials from the Org you intend to install ExAM in.
Now that you are logged click Get it Now.
You will be prompted to choose what type of Org you are installing ExAM into. Just as Salesforce recommends we agree and suggest you test in a sandbox before installing into production. So you would click Install in Sandbox.
After agreeing to the Terms and Condition, click Confirm Install.
You will then choose who to install this package for and click Install. We recommend that you choose to Install for All Users.
You will need to allow the App to have third-party access so you will check the box Yes, grant access to these third-party websites and click Continue. The app will take several minutes to install and you will receive an email when it is complete.
Now that you have ExAM successfully installed in your Org you should check out the ExAM Initial Use articles to assist you in configuring the App.