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You can install INDI with the packages provided by your Linux distribution, but as this is a rapidly moving project it is best to get the latest version directly from the project.
For example for Debian/Ubuntu see https://launchpad.net/~mutlaqja/+archive/ubuntu/ppa
For macOS, IndiStarter include the latest INDI version. This is the simpler option to run the INDI server on the Mac.
You can use IndiStarter to help to manage the INDI server and the drivers.
Download for Linux and macOS are available from https://sourceforge.net/projects/indistarter/files/
There is no INDI server for Windows but you can run CCDciel on Windows to connect to a INDI server running on a remote Linux computer, a Raspberry Pi for example.
If you use a EQmod mount it can be useful to install EQmodGUI to easily control the main options. This also give you a virtual handpad to move the mount.
Download for Linux and macOS are available from https://sourceforge.net/projects/eqmodgui/files/
The INDIGO server variant may work but is untested. Also be careful it include less driver than the original INDI Server.