It depends on how you installed SFDX. You have multiple options. The easiest one is, as @Pranay said, to access the official build and just install it using the provided installer: https://developer.salesforce.com/tools/sfdxcli
On the other hand, you can also install SFDX as an npm package, if you're used to work with the Node environment: https://www.npmjs.com/package/sfdx-cli
Furthermore, take into account that if you are using Windows with the Linux subsystem installed, you will not be able to access the SFDX CLI from the Bash if you installed it in windows, or the other way around, so you would have to install it in both places, or just where you'll be working.
Once you've installed the CLI remember to also open a new instance of the console (at least in Windows), otherwise it won't recognize the commands.