In order to install Puppet modules you need Puppet installed. To install Puppet you need a Puppet Master. I'm using Windows, Puppet Master does not install for Windows. What should I do? I just need to install a Puppet module so that I can use it when provisioning a vagrant instance.
First you have to chose puppet architecture. Master-agent architecture in puppet is recommended approach but you can also use stand-alone architecture. So you don't have to install puppet master.
If you are using vagrant, you can create shell script, to provision guest machine, which will install and setup standalone puppet, or just setup a puppet provisioner.
With puppet provisioner, remember to setup module_path (Path, on the host, to the directory which contains Puppet modules, if any).
Last but not least, you don't need a puppet on host machine to "install" a puppet module. Just download latest tar.gz (e.g for mysql module) package with that module, and extract in to the directory pointed by module_path.