VS Mac is a rebranding of Xamarin Studio, but it has also been expanded and taken a lot of the features and code from regular VS. It is still best suited for making Xamarin cross-platform mobile and desktop apps, but it also supports .NET Core and ASP.NET web apps.
First, download the files that you'll need. This includes software to build your apps in, such as VS for Mac or VS Code. VS Mac comes as a DMG disk image that contains an installer, whereas VS Code comes as a ZIP file that you can just unpack and run. You will also need the .NET Core SDK, which comes as a PKG file that needs to be installed. You may also want a handy guidebook:
