Most Linux distributions carry an installable image of Yoshimi, but if yours doesn't, or you want the very latest version, then you can fetch the source code from either github or sourceforge, and compile it yourself. Sourceforge is slightly easier to navigate when trying to find the latest released version. We don't advise new people to use the 'master' version. Although we try to keep this as stable as possible, it is a development branch.
First you will need to ensure that you have installed all the packages required beforehand. You can find a list of these packages in the file titled "Dependencies" in the source code. You need the development versions of these packages. You can install these from the terminal using the commands for package installation from your distro, or from a graphical package manager such as the Synaptic Package Manager.
Once you have met all the dependencies, follow the instructions in the file titled "INSTALL" in the source code. There is also a file titled "INSTALL_CUSTOM" with information on how to customise your build.
The source files can be found at:
https://sourceforge.net/projects/yoshimi
and:
https://github.com/Yoshimi/yoshimi
Next (Getting Started)