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Getting started: Setup ESP32 in Arduino

Tested with following SPECS:

https://dl.espressif.com/dl/package_esp32_index.json

Note: if you use several other boards you can separate the URLs with a comma. for example if also ESP8266 is used:

https://dl.espressif.com/dl/package_esp32_index.json, http://arduino.esp8266.com/stable/package_esp8266com_index.json

Open Boards Manager: Navigate to Tools > Board:[current selection] > Boards Manager
Search for esp32. You'll find esp32 by Espressif Systems
Click Install. Wait for installation to finish.

Check which ports are available to you when the microcontroller is NOT connect under Tools > Ports. Check the COM number.
Now connect your board via USB to your computer. Select the port which was not there in previous step, e.g. Tools > Ports > COM3.
Choose your board. Note you may not find the exact same names. Try to match at least closely - its unlikely it will break anything, specific characteristics may not be matched and thus will not work. In Arduino IDE select Tools > Board:[current selection] > [Choose YOUR board]. For example NodeMCU ESP-32.

Use an example Arduino sketch, e.g. File > Examples > 01.Basics > Blink. This test script turns the built-in LED on, waits one second and turns it off and after another seconds turns it on again and so on.
Make sure your board is connected via USB, port is selected and board is set.
Click the first icon - the checkmark/verify icon - on the top panel. This compiles the sketch, it doesn't load anything to your controller. Wait for the Done compiling.
Now flash: click the second button on the top panel - the right arrow/upload icon.
Wait for the Done uploading. The LED should now blink.

To turn off just disconnect the microcontroller.