First of all – I base information in this post on Linux, so if you are using another operating system – it's quite likely that it will not help you.
Second – if you're using Linux, you have probably some package manager – dpkg, rpm, pacman, poldek, whatever. Right? So, it should be easy to install Pg using this package manager?
Well, yes and no. Yes – of course all (known to me) Linux distributions include PostgreSQL, but I do not use their prepackaged version.
Why, and how do I install?