PostGIS is installed with PostgreSQL or you can launch the "Application Stack Builder" after PostgreSQL is installed and install PostGIS.
When installing you'll want PostGIS to provide the "Sample Database" as this is the one you'll need to use as a template to create spatially-aware tables.
PostGIS adds itself rather quietly to PostgreSQL. You'll need to make sure you create new databases using an existing database with the "spatial_ref" table in it as this table contains the spatial reference definitions. PostGIS also adds all the "ST_<function name>(...)" commands (see the lecture material for a list) to SQL so you can perform spatial operations on spatial data.
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