This is my first post on Stack Overflow, so I apologize in advance for any faux pas I commit. As you already know, you can find several packages of binaries on the official curl website.
Once you download a package, unzip it wherever you want. I recommend adding its location to your path, so you can call curl from batch or powershell scripts. To add a directory to your path type "environment variables" in the start menu, and select "edit user environment variables". Select Path, and add to the end of the "value" box: ;C:\curl\directory (with the directory changed to where you saved curl.)
If you want to use SSL you need a certificate bundle. Run either mk-ca-bundle.pl (perl) or mk-ca-bundle.vbs (VBScript). Some of the packages of binaries include one or both of them. If your download doesn't include one, download one here: https://github.com/bagder/curl/tree/master/lib. I recommend mk-ca-bundle.vbs, as on windows you simply double click it to run it. It will produce a file called ca-bundle.crt. Rename it curl-ca-bundle.crt and save it in the directory with curl.exe.
Alternatively, I recently developed an msi installer that sets up a full featured build of curl with just a few clicks. It automatically ads curl to your path, includes a ready-to-use ssl certificate bundle, and makes the curl manual and documentation accessible from the start menu. You can download it at www.confusedbycode.com/curl/.
Hope I was helpful.