If you are using Linux or Mac OS X, this page doesn't apply to you. Otherwise, on a Windows PC, chipKIT boards need USB drivers installed, and depending on which board you have, there are two different types of USB drivers that chipKIT boards can use. Most chipKIT boards use FTDI drivers because they have FTDI USB-to-serial converter chips on board, and your computer probably has those FTDI drivers on it already. Other chipKIT boards (like the Fubarinos, chipKIT Pi, and DP32) use the PIC32's built-in USB peripheral to communicate with the PC, and they need a separate chipKIT driver file when used on a Windows PC.
Now, depending on which IDE you use and how you installed the chipKIT core, there are two places where you can obtain the necessary driver files. The most common chipKIT-core installation method is the first one below.
If you have installed chipKIT core in Arduino IDE via the built-in Board manager, the installer already placed the Windows USB drivers in a folder for your reference. They are located in the following directory structure on your computer:
C:\Users<your username>\AppData\Local\Arduino15\packages\chipKIT\tools\drivers-windows\v2</code> (for chipKIT-core v1.2.1 and above)
C:\Users<your username>\AppData\Local\Arduino15\packages\chipKIT\tools\drivers-windows\v1</code> (for chipKIT-core v1.1.0 to v1.2.0)
For chipKIT boards that use built-in USB (like Fubarino SD, Fubarino Mini, DP32, chipKIT Pi, Lenny), there will be a chipKIT Drivers folder that contains a USBDriverInstaller.exe application. Right click on this .exe file and select 'Run As Administrator'. When Windows asks you if you want to allow this program to modify your computer click Yes, then click 'Install Drivers'. When that's done, close the window. Now when you plug in your chipKIT board, Windows will find the proper drivers.
For chipKIT boards that use the FTDI converter chip (all of the rest of them), you can plug in your chipKIT board, and if Windows complains about not knowing where the drivers are, you can point it to the \FTDI USB Drivers\CDM v2.12.10 WHQL Certified\ folder.
This covers cases such as installing chipKIT core by downloading and expanding a zip file, or running some other IDE like MPIDE or UECIDE.