Currently, standalone usage of the Sage notebook is not supported, though this is one of our goals for the future. For now, please use sagenb with a copy of Sage.
The latest version of Sage should come with a somewhat recent version of the Sage notebook, and the latest development version of Sage a possibly more recent version.
Alternatively, see HACKING.rst for instructions on how to install the truly latest, development version of sagenb into an already installed copy of Sage. This is only recommended for people who want to modify the code of sagenb, since the development version may be buggy or otherwise unsuitable for daily use (standard disclaimer).