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.

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).

download

Wait for it to download, and then install it.

Open Microsoft Excel, and click File.

click file

Click Options.

click options

Click on Add-ins (1), Browse manager to COM Add-ins (2), and then press Go (3).

com addins

Check the Microsoft Power Query for Excel (1), and then press Ok (2).

click ok

Now, click on Power Query (1), then choose any options in the Get External Data (2).

get external data

Note: This tutorial article uses online search that is also in the Get External Data.

Write something relevant to search (1), and click on search (2).

online search

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.

Further reading: 
Anova test
How to create KPI dashboard?
Interactive Charts