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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
Install INDIWebManager from: https://github.com/rlancaste/INDIWebManagerApp/releases
Install INDIStarter 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 computer, a Raspberry Pi for example.
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/
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 work by using the INDI protocol compatibility.