Windbg download location

Get windbg by installing windows debugging tools for Windows 10

https://msdn.microsoft.com/en-us/windows/hardware/hh852365.aspx

When you run the install just pick Debugging Tools for Windows

Once you install the debugging tools you will find windbg at

C:\Program Files (x86)\Windows Kits\10\Debuggers\x64\windbg.exe

Another way to get windbg is by installing Windows driver kit.

https://msdn.microsoft.com/en-us/windows/hardware/hh852365.aspx

This Windows driver kit install includes windbg which works for

Windows 10
Windows 8.1
Windows 8
Windows 7
Windows Server 2016 Technical Preview
Windows Server 2008 R2

Once you install Windows driver kit, you will find windbg at 

C:\Program Files (x86)\Windows Kits\10\Debuggers\x86\windbg.exe

and

C:\Program Files (x86)\Windows Kits\10\Debuggers\x64\windbg.exe