curl started out as a command line tool and it has been invoked from shell prompts and from within scripts by thousands of users over the years. curl has established itself as one of those trusty tools that is there for you to help you get your work done.
The command line tool "curl" is a binary executable file. The curl project does not by itself distribute or provide binaries. Binary files are highly system specific and oftentimes also bound to specific system versions.
To get a curl for your platform and your system, you need to get a curl executable from somewhere. Many people build their own from the source code provided by the curl project, lots of people install it using a package tool for their operating system and yet another portion of users download binary install packages from sources they trust.
No matter how you do it, make sure you're getting your version from a trusted source and that you verify digital signatures or the authenticity of the packages in other ways.
Also, remember that curl is often built to use third party libraries to perform and unless curl is built to use them statically you must also have those third party libraries installed - and they exact set of libraries will vary depending on the particular build you get.
There are many different command lines, shells and prompts in which curl can be used. They all come with their own sets of limitations, rules and guidelines to follow. The curl tool is designed to work with any of them without causing troubles but there may be times when your specific command line system doesn't match what others use or what is otherwise documented.
One way that command line systems differ, for example, is how you can put quotes around arguments to for example embed spaces or special symbols. In most unix-like shells you use double quotes (") and single quotes (') depending if you want to allow variable expansions or not within the quoted string, but on Windows there's no support for the single quote version.
In some environments, like PowerShell on Windows, the authors of the command line system decided they know better and "help" the user to use another tool instead of curl when curl is typed, by providing an alias that takes precedent when a command line is executed. In order to use curl properly with powershell, you need to type in its full name including the extension: "curl.exe".
Different command line environments will also have different maximum command line lengths and force the users to limit how large amount of data that can be put into a single line. curl adapts to this by offering a way to provide command line options through a file or on stdin - using the -K option.