You can get the Privy extension for Magento 2 Community Edition in the Magento Marketplace: https://marketplace.magento.com/privy-module-privy.html
After you get the extension in the Magento Marketplace, it will appear in the Magento Component Manager. The Component Manager is in: System > Web Setup Wizard > Component Manager. From there, find the Privy module and install it.
After the extension is installed, open the admin menu, then click Stores > Settings > Configuration.
The store configuration page will appear. In the left hand menu, make sure Privy is selected, then ensure “Enable Privy” is set to Yes. In “Business Identifier”, enter your business identifier from the Privy Dashboard.
Click Save Config. If the next page indicates caches need to be regenerated, then go there now to regenerate the caches.
Otherwise, you’re done!
The above instructions apply for Magento 2 Community Edition. If you would like to install Privy on your Magento 2 Commerce (Enterprise) Edition store, please see our manual code installation instructions.