Download the export templates file (a tpz file, is just a zip with many files).
Then, on the top right menu of Godot editor (after opening a project), you have a menu with editor settings and “install export templates”
Once there, select the downloaded file and wait a bit until it copies the templates to the “editor_data/templates” folder (on windows is somewhere in the appdata folder).
After that, you are ready to export to html5, windows, linux, osx, 32 and 64 bit, Android need some extra setup.
For iOS and WUP you may need something more (read docs) and for consoles a lot more (ask devs or other users you know).
Remember if you get a new godot version or compile a custom version (like when you add android ads modules), you will need the exact same template for that version, refer to docs for that: http://docs.godotengine.org/en/stable/reference/_compiling.html
Thank you.
A simple text file on the website with your answer would be a good idea for new users like myself. No doubt there will be more questions in the future.