For Linux: 

# Install `step` CLI
echo ""
echo "Downloading and installing step CLI and step-ssh utilities..."
curl -s -L -o step "https://dl.step.sm/s3/cli/ssh-host-install-script/step_latest_linux_${ARCH}" && install -m 0755 -t /usr/bin step
rm -f "step"

For Windows: 

curl.exe -LO https://dl.step.sm/gh-release/cli/docs-cli-install/v0.19.0/step_windows_0.19.0_amd64.zip
Expand-Archive -LiteralPath .\step_windows_0.19.0_amd64.zip -DestinationPath .
step_0.19.0\bin\step.exe version