For starters, if you don't want to get the files from GitHub, there is a link to what is called "nightly builds". This is a zip folder containing all the files from GitHub but it is re-generated nightly to include any fixes that were put into the core files. You can use this if you like:

Nightly Builds

If you do not want to use that than you can go to GitHub at this address and get the zip file, but you will have to make your own install package as this zip file contains files you do not need. Go to this address:

SMF 2.1 GitHub

Click on the "Clone or download" button and download a zip file of 2.1 right from GH (GitHub). When you open this zip package you will notice that there is another folder inside called "SMF2.1-release-2.1". Open this folder and you will see all the files for installing 2.1 and a few extras.

Starting with the folders, you need all of them except the .github folder. You will also see a folder called "other". In there is all the install and upgrade files as well as an icons folder. Depending on what you are doing you will need to move some of these files. For this tutorial we will be installing SMF not upgrading.

So you need to move all the install files out of the "other" folder to the "SMF2.1-release-2.1" folder:

db_last_error.php
install.php
install_2-1_mysql.sql
install_2-1_postgresql.sql
readme.html
Settings.php

After that is done you need to look at the files that are in the "SMF2.1-release-2.1" folder. You don't need to upload all of them. The ones you don't need are:

.gitattributes
.gitignore
.gitmodules
.scrutinizer.yml
.travis.yml
README.md

These can be removed. By now you should have All the files you need to install SMF 2.1. Here is a list of what you should have under the "SMF2.1-release-2.1" folder:

Folders:

attachments
avatars
cache
custom_avatar
Packages
Smileys
Sources
Themes

Files:

agreement.txt
cron.php
DCO.txt
favicon.ico
index.php
LICENSE
proxy.php
SSI.php
ssi_examples.php
ssi_examples.shtml
subscriptions.php
db_last_error.php
install.php
install_2-1_mysql.sql
install_2-1_postgresql.sql

If every folder and file listed here is under the "SMF2.1-release-2.1" folder, than you are ready for the next step. Highlight all the files and folders, right click and zip it up with your zip utility. Once that is done you have just created an install .zip package straight from GH. Congratulations.

If you have Cpanel all you have to do now is use the file manager to upload it and unzip it to the public_html directory and follow the install instructions. As I said though in the intro, at this stage SMF 2.1 should be used for testing and not on a live site unless you know what you are doing.