Note: If you're not running a recent version of macOS (formerly known as Mac OS X), you may need to address a few items. Please consult the below NotesForOlderMacs.md.
xcode-select --installRun from a CLI (command line interface), such as Terminal.app (found in the /Applications/Utilities/ directory). This will perform the install of the command line tools for Xcode, as opposed to a full Xcode install; you may alternately perform the full Xcode install.
/usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"This command will use ruby (a language included in the Xcode cli tools) to download a well maintained install script, to perform the install and setup of homebrew (and the brew command). The $(curl ...) portion performs a download of the install script and passes it to the ruby command to execute. Feel uncomfortable executing code you didn't write? Read the install script for yourself.
brew search wgetbrew install wgetUse like normal!
wget --help
brew tap caskroom/caskThis taps the cask caskroom. This makes all cask content available for search and install.
brew cask search google-chromeAlternatively, cask availablility will return under a normal brew search command, such as brew search google-chrome.
brew cask install google-chromeUse like normal! Google Chrome is now an application in your /Applications/ directory, accessible via Finder, Launchpad, etc.
Homebrew is about the easiest way to install tools for Mac. Homebrew Cask is about the easiest way to install a GUI application, which does perform a native install, it's just tracked to be more easily upgraded.