If you already had the game installed at one point and all of your other files still exist, except osu!.exe for whatever reason. Download the installer from https://osu.ppy.sh/home/download, move osu!install.exe into your osu! folder, rename it to osu!.exe and then run it.
If you don't have any installed at all, create a folder to place osu!install.exe into, and then follow the same steps from above.