You can download PDI from Sourceforge.net. At the time of this writing, the newest released version is 3.0.3, so the file you have to download is Kettle-3.0.3.GA-nnnn.zip.
Kettle requires the Sun Java Runtime Environment (JRE) version 1.5 (also called 5.0 in some naming schemes) or newer. You can obtain a JRE for free from http://java.sun.com/.
PDI does not require installation unless you download the Windows .exe file, which needs no specific installation instructions. For all other platforms, simply unpack the zip file into a folder of your choice. On Unix-like operating systems, you will need to make the shell scripts executable by using the chmod command: