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