You can download the Microsoft Threat Modeling Tool for free from the official Microsoft Download Center https://www.microsoft.com/en-us/download/details.aspx?id=49168.
Download the installer, run the setup, and launch the application from the Start menu after installation. The tool is designed for Windows and helps you create Data Flow Diagrams and automatically identify potential threats using the STRIDE methodology.
If you are looking for threat modeling guidance rather than the desktop tool, Microsoft also provides the Microsoft Security Development Lifecycle threat modeling documentation and the Microsoft Threat Modeling Tool documentation on Microsoft Learn.
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hth
Marcin