The Windows installation has become significantly easier in the recent past. That'll install into /usr/local, you can change that by passing -prefix=/some/path to the configure script. That said, a source installation would look like this: For that, suffice to say that some examples include 'apt-get install gpg', 'yum install gpg', 'urpmi gpg', 'up2date gpg', or 'pkg-get install gpg'. I will cover a from-source installation, but I won't cover the package management infrastructures for the various linux/unices.
Presumably, if you use unix, you already know how to install packages.
