Xcode is an integrated development environment for macOS containing a suite of software development tools developed by Apple for developing software for macOS, iOS, watchOS and tvOS.
Download and install it from the App Store or from Apple's website.
For installing Xcode command line tools run:
$ xcode-select --install
It'll prompt you to install the command line tools. Follow the instructions and you'll have Xcode and Xcode command line tools both installed.