Setting Up Git and installing the MLAPI package
The Unity guide to Getting Started with MLAPI is a great place to make your first steps using the Unity MLAPI package.
MLAPI stands for Mid Level Application Programming Interface. This provides us with a networking stack that works at the mid level (duh), sort of in the golidlocks zone. It's not too specific that it only works in a few circumstances and situations and is not so low level that we need to know what every packet does and how to send and receive all of them. It uses abstraction to hide away a lot of the details that we don't need to see.
To install the MLAPI and other Git packages for unity you need to install Git (not Github Desktop).
You can grab a copy here.
After you install Git you will need to do a complete restart (note in Windows a Shutdown doesn't clear all of the device drivers and settings so you need to restart).
In Unity open the Package Manager
Click the + Choose add package from git URL...
Paste the url:
and click Add
The MLAPI will now have been installed.