A board core (or just board for short) is a collection of files needed to compile and upload sketches for a board. Cores are contained in packages, and can be installed using the Board Manager.
Add a board with Board Manager
In the menu bar, open Tools > Board > Boards Manager.
Either search for the package name (e.g. "megaAVR"), or the board (e.g. "Uno", "MKR1000", or "Portenta"), by typing in the search field.
Find the package that includes your board.
Click Install (the latest version is selected by default).
If the package is already installed, you will instead have the option of installing a different version or removing the package.
Wait for the installation to complete.
You can now select boards from the installed packages in the Tools > Board menu: