Download Sublime Text 3

http://www.sublimetext.com/3

Install Package Control

https://packagecontrol.io/installation#st3

Use Ctrl + ` or View > Show Console open the Sublime Text console.

Copy the text into console and press Enter to install Package Control.
Once finished installation, restart Sublime.

Install Markdown Preview package

Open command palette via Ctrl + Shift + p or Preferences > Package Control from menu.

After typing install and press Enter, it will pop-up a package menu.

Then keep typing markdown preview, press Enter.
The package will be installed.

Test Markdown Preview

Open a Markdown file and make sure you choose right Build System.

And, press Ctrl + b to build a HTML preview file that you can view on the Browser.