Getting started with Power Query has multiple steps. But, for the sake of eliminating confusion, let's say we'd have nothing. Therefore, we'd need to begin from the beginning.
1. Use this link: http://www.microsoft.com/en-us/download/details.aspx?id=39379 (1), and choose a desired language (2), then press download (3).
2. Wait for it to download, and then install it.
3. Open Microsoft Excel, and click file.
4. Click options.
5. Click on Add-ins (1), Browse manager to COM Add-ins (2), and then press Go (3).
6. Check the Power Query (1), and then press Ok (2).
7. Now, click on Power Query (1), then choose any options in the get external data (2).
Note: This tutorial article uses online search that is also in the "Get External Data".
8. Write something relevant to search (1), and click on search (2).
Note: You could now click on the result, and choose the kind of data you would like to display. This is just one example of how to use the Power Query, as there are a lot of other ways to use it.