How to install SageMath?
The SageMath project has a complete installation guide. For non-developers, I personally recommend installation from conda-forge. If you’re using Windows and the recommended virtual machine is not an option for you, there are also binaries.
Can you give me a quick introduction?
I can link you to quick introduction.
How to load a SageMath-Worksheet?
SageMath-Worksheets used to be a separate file format (ending .sws or .sagews). These are now simply Jupyter notebooks (ending .ipynb). You can load them into any Jupyter instance, but to run them, a sage-kernel needs to be available
How to convert old (sws) worksheets into new (ipynb) worksheets?
https://ask.sagemath.org/question/35873/how-to-automatically-convert-many-sws-to-ipynb/