That is depending on your operating system. I am using (openSUSE) Linux. I installed libzint2_4-2.4.0-1.2.i586.rpm and zint-2.4.0-1.2.i586.rpm with rpm -i.

Different Linuxen can have different methods (for example Debian/Ubuntu uses apt-get) and for Windows I suppose you have to download an installer.