You can either download and install it manually, or install it automatically with the Plugin Manager, that you can find in menu Plugins => Plugin Manager => Show Plugin Manager
Open the Plugin Manager, look for the entry Python Script in the list, and select Install.
You might be prompted to update your Notepad++ or the Plugin Manager, please do so before proceeding.
Once the Plugin Manager is updated, and after having restarted your Notepad++, try again installing the plugin.
You can now access in the Plugins => Python Script menu.
The scripts accessible will be limited at first – you need to install required scripts in the folder (most likely under Program Files => Notepad++ => plugins => PythonScript => scripts)