To run PocketMine-MP, you are required to have PHP 7.0 >= installed with the neccersary extensions. If not, you can compile it yourself or download a pre-compiled binary.
There are a few ways you can download PocketMine-MP.
Compile from source
You can compile directly from source code in the Github repository. You can also run the server directly from source without compiling to a phar, just follow the steps untill step 3.
git clone --recursive https://github.com/pmmp/PocketMine-MPcd PocketMine-MPstart.sh (Linux) or start.cmd or start.ps1 (Windows).stop in console.Installing from Poggit
Poggit is the official plugin repository for PocketMine-MP. It also hosts bleeding-edge builds of the server phar.
Windows installer
TheDeibo made a simple PocketMine installer for Windows to ease the setup of the server. Here is the forum thread which contains download links and instructions.