Please select the version of LuxRender you would like to download. The 64 bit version will only run on 64 bit operating systems, and the SSE version is for compatibility with older processors.
Instead of downloading LuxRender yourself, on certain distributions LuxRender can be installed using a package manager. To see which distributions include LuxRender, have a look at oswatershed.org.
If you prefer compiling LuxRender yourself or the provided versions don't work, please refer to the building on Linux page.
Extract the downloaded file to a convenient location, for example /usr/local/bin.