Right-click Setup.exe when you can choose between 'Setup.exe' and 'Setup.exe.config', or
Right-klick Setup when you can choose between 'Setup' and 'Setup.exe'.
Then click Run as administrator to run the MS SQL Server setup with elevated privileges. Allow the application to change your register.
Click Installation in the left-hand pane.
Click Install SQL Server Management Tools in the right-hand pane. Your browser will be opened on the download page for SQL Server Management Studio.
Click the Download SQL Server Management Studio (SSMS) button. The specific version will be displayed (e.g. ‘SQL Server Management Studio July 2016 Hotfix update’).
Click Run when the browser asks you to either run or save the installation executable. Wait till the the download is completed and the installation process starts. Alternatively, you could click Save and later run the downloaded 'SSMS-Setup-ENU.exe'.
Click Install and allow the application to change your register.
Note that the name of the application has changed. Former versions were named 'SQL Server <version number> Management Studio'. The name has changed to 'Microsoft SQL Server Management Studio'.