There are different ways to install CGAL on GNU/Linux, using precompiled binaries or from source.
If you have a Debian distribution (release Etch or Lenny), you can use CGAL Debian packages repositories. Add the following line in your /etc/apt/source.list
deb ftp://ftp.mpi-sb.mpg.de/pub/outgoing/CGAL/debian etch main contrib non-free
deb-src ftp://ftp.mpi-sb.mpg.de/pub/outgoing/CGAL/debian etch main contrib non-free
For lenny, simply replace "etch" by "lenny".
For squeeze (testing) and sid (unstable), the packages are available from the official Debian archive (section non-free). The packages are called libcgal3, libcgal-dev and libcgal-demo.
To install, just run the command:
apt-get install libcgal-dev
The previous command will install CGAL and all the dependencies required to use CGAL. If you want also install the demos, run the command
apt-get install libcgal-demo
The CGAL packages for Ubuntu are in the universal section. Include the universal section in your package management and update the package database. After that, run the following command to install cgal
sudo apt-get install libcgal-dev