QEMU can be installed in many ways. The most common method is probably installing a precompiled binary, since it is a much simpler method of installation when compared to compiling it from the source code.
Pretty much all major Linux distributions contains QEMU in their respective repositories. Below is a list of example commands for various popular operating systems.
The best place to grab precompiled Windows binaries is on Weilnetz's page, which are officially linked to on QEMU's official website. The site contains builds of the latest QEMU for 32-bit and 64-bit versions of Windows, and is confirmed to be working and up to date.
Alternatively, there is Lassauge's page, but it requires Cygwin to be installed and only provides 64-bit builds.
Of course the easiest way to get QEMU on Mac OS is by installing it with Homebrew, then by typing
brew install qemu. You can also install it through MacPorts.
Alternatively, you can download 2.10.1 binaries from this page, which work on 64-bit Macs and Mac OS 10.6 or higher. You can also download version 1.6.2 from here, which works on a PowerPC Mac. It requires Mac OS 10.4 or higher and at least a PowerPC G5 CPU.
QEMU can also be installed and compiled on most BSD-based operating systems.