If you downloaded the source, make sure you installed all needed software development packages. You need to have a recent version of the Boost C++ libararies (www.boost.org) installed (>= version 1.34), including the development header files. You will also need the build management tool "cmake" >= version 2.6 and the UNIX tools "make" and "uname" which should be contained in a standard installation.
On a Unix (Linux) system type
./build.sh
and all programs will be built in a sub-directory called "Build-ARCH" where ARCH is your computer architecture, e.g. Build-x86_64 for a 64 bit system.
There is no installation procedure. Either copy the executables from the build directory to your prefered directory in your PATH variable like /usr/local/bin or execute them by prefixing them with the build directory.