LaTeX
From Texpile (recommended)
- Open any folder with a .tex file.
- Open the .tex file and click Compile.
- Click Install TeX Live in the Set Up LaTeX dialog.

You can also find it in File › Preferences… › Programs & Compiler. Click Install TeX Live in the LaTeX row.
For the download size and where the install goes, see Install TeX Live.
This is not a full TeX distribution. Texpile will install a ~300 MB distribution and leave the rest of the packages to be installed on demand (requires an internet connection).