You need to install the P4V client(Perforce Visual Client). Also you need a Perforce Server to connect.
You can grab the client from here:
http://www.perforce.com/downloads/20-User
You can install the perforce server on your local machine but your mates will not be able to submit / checkout etc… if your machine is offline or the perforce server is offline.
There is a free perforce hosting:
https://www.assembla.com/repositories/perforce