More specifically if you're using Windows, go here:
https://ffmpeg.zeranoe.com/builds/
Click "Download FFmpeg [revision identifier here] 64-bit Static", open it up with any decent archive tool, and find the "bin" folder. The ffmpeg.exe inside that folder is the tool you need to extract somewhere, such as beside the video you want to edit/convert. You can write a batch file (.bat; script that runs Windows command lines) with a command line that does what you want. Here's an example of remuxing an mp4 file to mkv, just one of millions of things you can do with ffmpeg:
ffmpeg -i input.mp4 -c copy -map 0 output.mkv
You can encode a huge uncompressed avi emulator dump to a much smaller lossless rgb h264 with lossless flac audio for archival with one command line:
ffmpeg -i input.avi -c:v libx264rgb -qp 0 -pix_fmt bgr24 -c:a flac -compression_level 8 output.mkv