If you're just getting started, you can download the starter kit. The starter kit includes prebuilt copies of React and React DOM for the browser, as well as a collection of usage examples to help you get started.
The XML syntax inside of JavaScript is called JSX; check out the [JSX syntax](/react/docs/jsx-in-depth.html) to learn more about it. In order to translate it to vanilla JavaScript we use `<script type="text/babel">` and include Babel to actually perform the transformation in the browser. Open the html from a browser and you should already be able to see the greeting!
You can also use React with package managers like npm or Bower. You can learn more in our [Package Managers](/react/docs/package-management.html) section.