GNU wget is very probably already installed, because it's part of the programs that usually come along each and every Linux distribution (including Linux From Scratch). It's not "Wget" but "wget", note that -- capital letters do matter. So open up a terminal and type
and if it prints out some version information, it is installed (and I bet it is). Go ahead, and ask more as you proceed if you get confused
: just as extra information, GNU wget is a very handy tool that you can use to download things over the net. The very basic usage is
which downloads somefile from someurl.xyz using http ...but it can do a lot more than just that (and http is not the only protocol it does) - just see
and you'll get an idea of it's capabilities. You can achieve (at least most of) the things wget does with other tools as well, but since wget is there and it's handy, there's usually no point in not using it for what it can do.