What is SDK? & where do we install it?

So I am working on research in order to enhance Estimote beacons’ accuracy. However, I am assigned to install SDK, and though it is a naive question, how could I install it? and where? is it on smartphones or laptops? This is puzzling me whenever I see SDK Android or SDK iOS. One last question, when we say SDK, does that mean it is the platform with which we are going to develop? or sth else?