Students need to download and install the LockDown Browser application, which includes everything needed for Respondus Monitor (the proctoring application).
The Windows and Mac versions of LockDown Browser have a unique download link for each institution, so contact your license administrator if you don’t know what that is. (For some LMSs, the download link will appear whenever the exam requires the use of LockDown Browser.)
If you’ll be permitting students to use LockDown Browser on an iPad, it can be downloaded from the Apple App Store. Go here for more details.