Octave can be downloaded from Octave Org for Unix/Linux systems. For Windows systems, go to Sourceforge to get a version to install. You can also install Cygwin and then install Octave from source if you so desire.
There are a number of contributed packages available from
Sourceforge including a graphical
interface for wimps (G-Octave) and the octave-forge which is a collection
of contributed functions which numbers in the neighborhood of 400. To aid
in finding something of interest, the following link takes one to the
catgorical index: