Installing MonoGame
Windows
You can download MonoGame from this link: Windows Installer.
Which every IDE you are using the above link will install the MonoGame SDK.
Xamarin Studio / MonoDevelop
With the SDK installed, start Xamarin Studio / MonoDevelop. Click on Tools, and select Add Ins
This will start the add-in manager, select gallery, and then game development. Select MonoGame Addin and click the install button on the right.