Currently, the Julia CUDA stack is the most mature, easiest to install, and full-featured. The CUDA.jl documentation is a central place for information on all relevant packages. Start with the instructions on how to install the stack, and follow with this introductory tutorial.

If you prefer videos, the presentations below highlight different aspects of the toolchain.

Concurrent GPU computing in CUDA.jl 3.0

Introduction to concurrent GPU computing:

Effective CUDA GPU computing in Julia