There are two ways to download PiBakery, either by using the installer for your platform, or by downloading the source.
Most people will want to download either the Mac version or the Windows version. These contain PiBakery in the form of an application that you can run, and use to create SD cards for a Raspberry Pi.
Please note that both the Mac and Windows version are very large, as they contain Raspbian, the Raspberry Pi operating system. Therefore these downloads may take some time to download, depending on the speed of your internet connection.
Because of the recent introduction of SmartScreen in Windows and Gatekeeper in Mac, PiBakery will present warnings when the installer is run. This is because PiBakery has not been code signed, as code signing certificates are very expensive. However, you can bypass these warnings easily.
If you're curious and want to see how PiBakery works (it's fairly simple), you can view the source on GitHub. PiBakery is licensed under the GNU GPLv3, and you are free to do anything you want under that license.