To download ruby, go to http://rubyinstaller.org/downloads
Download the latest version of Ruby. The one which is in the top most is the latest. You can download either Installers or Archive file. But it is good to download the Installer.
For 64 bit operating systems, download installer that end with (x64). After downloading the exe file, double click to open the file.
Choose the Language.
Click "I accept the License".
Browse and select the desired installation path you want. But it is recommended to install on the default directory. And Check the 3 options below :
.rbwfiles with Ruby installation
And click Install.
You will see the installation progress bar. Once it is complete, click Finish.
Ruby is pre-installed on Macintosh. So don't need to go through installation procedures.