Download the correct installer for your machine (you need to know if you have a 32 bit or a 64 bit machine or Mac OS version) and follow the instructions
Mac OS X 10.6 and 10.7 (64 bit): Python 3.2.1 Mac OS X 64-bit/32-bit x86-64/i386 Installer
Mac OS X 10.3 through 10.6 (32 bit): Python 3.2.1 Mac OS X 32-bit i386/PPC Installer
To begin IDLE, click on Applications\Python 3.2\IDLE.app
You can keep the alias in your Dock so it is easy to find: Right click on IDLE in your Dock and select Options > Keep in Dock