To get started i'd suggest getting their CDN link from here all you need to do is provide your e-mail, sign up and then you should see your font kit on your profile page.
After you've found it, you should see a snippet like this:
<script src="https://kit.fontawesome.com/xxxxxxxxxx.js" crossorigin="anonymous"></script>
With your own unique code inside.
As the tutorial on the right shows, all you have to do is just copy this link into the "head" of your page and that's it!
<i class="fas fa-address-book"></i>
So just click it to copy it, then go into your html and paste it!
You can import Font Awesome into a CodePen example just by clicking the gear icon at the top of the CSS window and finding font-awesome.css via the searchbar.