Go to http://www.adobe.com/products/digitaleditions/ and towards the middle of the page there will be an install button, assuming you have flash installed on your computer.
If you don't have flash installed (and don't want to install it - or use a browser like Chrome where it is bundled in), then you will want to go get the "Digital Editions standalone installer" which you can find a link for on http://www.adobe.com/devnet/digitalpublishing.html
In either event AND THIS IS IMPORTANT - after you install Digital Editions, and run it for the first time you should Authorize ADE with your AdobeID, and continue to use that AdobeID on any computers that you install Digital Editions on (failure to do so will mean that you may not be able to view your purcahsed books where you want to).
After you have authorized with an AdobeID,
- Quit ADE
- Plug in your Nook to your computer
- make sure it shows up as a driver on your computer
- Launch ADE
and you should get a device authorization dialog, asking to authorize your Nook - do so.
Finally your library will give you links that will download .acsm file to your computer (which should launch ADE automatically - if not double click on the downloaded .acsm files). ADE will turn those .acsm files into EPUB or PDF files, and then in ADE you will be able to drag and drop those files onto your Nook.