On a Linux 32bit or 64bit machine GHDL can be easily installed via the command:
sudo apt-get install ghdl gtkwave
Alternatively, you can download the binary version from the download section.
On a Microsoft Windows machine, GHDL can be downloaded and installed using the executable file available from the download section.
Apple OS X
GHDL can be user under Apple OS X. Its use however requires wine. For more information have a look at the GHDL OS X project.
On Other Systems
If you are interested in running GHDL on a different OS not listed here, you can download and compile the GHDL source code available from the download section. For that you will need gcc and gnat.