You can install Ray through the plugin store, or opt to install through composer.
composer require spatie/craft-ray
By installing Ray this way it will also be installed in your production environment. This way your application will not break if you forget to remove a ray call. The package will not attempt to transmit information to Ray when the app environment is set to anything other than dev.
You could opt to install craft-ray as a dev dependency. If you go this route, make sure to remove every ray call in the code before deploying.