Golden Cheetah install and build instructions are documented for each platform;
INSTALL-WIN32 For building on Microsoft Windows
INSTALL-LINUX For building on Ubuntu Linux
INSTALL-MAC For building on Apple OS X
OSX:
Windows:
Alternatively official builds are available from http://www.goldencheetah.org
whilst latest developer builds are available from https://github.com/GoldenCheetah/GoldenCheetah/releases