The curl source packages can be downloaded from the following page:

https://curl.haxx.se/download.html

However, the best way to install it is to use your package repository.

For Linux distros, you can use apt-get, yum or rpm depending on the distribution you are using, so the exact command will be:

apt-get install curl

Or:

yum install curl

For Mac users, you can install curl via Homebrew. More details here:

http://brewformulas.org/Curl