There are a few ways of proceeding here. You can build Parity from the sources; you can install Parity from our binary releases for Ubuntu and Mac/Homebrew or, if you're on an Ubuntu Snappy platform, just use our Snappy App. Other Unix-like environments should work (assuming you have the latex *nix installed); we're not going to expend much effort supporting them, though build PRs are welcome.
Head to the latest release page to find the latest release of Parity with the Windows, Mac and Ubuntu installer binaries.
This method works on Ubuntu and Mac with Homebrew installed. To use the script just run:
bash <(curl get.parity.io/ -Lk)
You can build & install Parity manually; this means you'll have the codebase around for development but is otherwise slower to do.
NOTE: If you already have Rust in your environment, you don't need to bother with this.
This will download and install Rust on Linux and OS X:
curl https://sh.rustup.rs -sSf | sh
If you are using Windows make sure you have Visual Studio 2015 with C++ support installed, download and run rustup and use the following command to setup msvc toolchain:
rustup default stable-x86_64-pc-windows-msvc
Next, grab the Parity repository:
git clone https://github.com/ethcore/parity && cd parity
To install Parity in Mac OS or Linux, just build it and copy it to /usr/local/bin:
cargo build --release && cp target/release/parity /usr/local/bin
Or for Windows:
cargo build --release && copy target/release/parity C:/Windows