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The Monkey Island server has been tested on Ubuntu 14.04,15.04 and 16.04 and Windows Server 2012. The Monkey itself has been tested on Windows XP, 7, 8.1 and 10. The Linux build has been tested on Ubuntu server and Debian (multiple versions).
Compile it yourself
To manually set up and the Monkey Island server follow the instructions on Monkey Island readme. If you wish to compile the binaries yourself, follow the instructions under the Infection Monkey readme.
After installing the Infection Monkey on a server of your choice, just browse https://your-server-ip:5000 and follow the instructions to start infecting.