Download the binaries for the environment of your choice from the latest release.
You can drive the car using keyboard, gamepad or steering wheel. However to fly drone manually, you will need either XBox controller or RC. Please see remote control setup for more details. Alternatively you can use APIs for programmatic control or use so-called Computer Vision mode to move around in environment using the keyboard.
If you want to set up your own Unreal environment then please see these instructions.
Binaries for Ubuntu 16.04 LTS is coming soon. For now you will need to build it on Linux yourself.