If you are using Ubuntu its easiest to install Joxa from the PPA. This will get everything setup for you. For other distributions you simply need to drop the Joxa executable in your path. That executable is an escript. An escript is basically a binary executable. However, it depends on the existence (on your machine) of the Erlang Virtual Machine. So either install that now from source or install it from the packaging system on your distribution.
How to properly install your project. Ideally, your project should be installable via a common (simplistic) method: PyPI for Python, PEAR for PHP, CPAN for Perl, RubyGems for Ruby, etc.