Installing software on a running system, either as binaries or from source. This is usually done using your system's package manager.
Most unix-like systems have automated means for installing software packages: package-management tools. Use this tag for any question related to installing software, whether it's software provided by your distribution or third-party software.
If you're having trouble compiling a program from source, use compiling instead. If you're installing the operating system, use system-installation instead.