FYI, We can use Arduino Board Manager now. (Figure 3.1 ~ 3.4 can skip.)

• Start Arduino and open Preferences window.
• Enter https://dl.espressif.com/dl/package_esp32_index.json into Additional Board Manager URLs field. You can add multiple URLs, separating them with commas.
• Open Boards Manager from Tools > Board menu and install esp32 platform (and don't forget to select your ESP32 board from Tools > Board menu after installation).

arduino-esp32/boards_manager.md at master · espressif/arduino-esp32