Just download the binary and follow the steps mentioned in below link. http://kafka.apache.org/07/quickstart.html

if you are facing errors like

Error: Could not find or load main class org.apache.zookeeper.server.quorum.Quorumpeermain

copy zookeeper.properties from config folder to bin folder and bin/windows folder.

Now start the like
server : run
zookeeper-server-start.bat zookeeper.properties

from bin or bin/windows(if you are in window machine). It should work.

If you are still facing problem, below link would be helpful
http://blog.anilot.tk/2014/08/06/Set-Up-Kafka-On-Windows/

Now try staring the Kafka server.

use the below command if you are using windows: Goto bin/windows and then run
kafka-server-start.bat ../../config/server.properties

if you are trying from shell prompt, goto bin and run below command

kafka-server-start.bat ../config/server.properties 

**Make sure server.properties is present in the config folder