Information
Install
If you are on Mac or Windows, you can use the installers to get everything set up easily.
If you are on Linux (or you need more control) you can download the binaries directly. They just contain the elm binary and you can put it wherever you like. Remember to update your PATH variable if necessary!
You can also use npm install elm --global to install on any of these platforms. It is grabbing the binaries listed here, so it is nothing too special. More information about it here.