If you're just getting started with Pd, read through this page for the basics.
Getting Started with Pd
The easiest place to start is to install Pd-extended. Versions for all platforms can be downloaded here:
Install Pd-extended (a version of Pd with added functionality) and launch the application. You'll see the Pd window appear. The Pd window provides helpful feedback but you don't need to pay attention to it right now.
Exploring a Patch
Pure Data files are called "patches". Let's have a look at one. Under the Help menu in Pd-extended, open the Pd Help Browser..., click on the first item in the list, Manuals, then click on + Start Here. Open the first example patch, +start-here.pd, and follow the three steps listed there.
You're now on your way to programming in Pd. Move on to the Pure Data Floss Manual for a more in-depth introduction.