The most “blessed” option, the one linked to in PostgreSQL’s own documentation, is the EnterpriseDB installer. It includes PostgreSQL’s graphical installation wizard, an easy step-by-step tool for setting up the database and its supporting tools. It also includes “Stack Builder,” a tool for downloading and installing a plethora of additional tools. These include database drivers, other editions of PostgreSQL (in the event you need to run them side by side), EnterpriseDB’s own PostgreSQL add-ons, and the Slony-I replication system for PostgreSQL. For experts, EnterpriseDB also offers a simple .zip archive of nothing more than PostgreSQL’s binaries for Windows.
If you want to run PostgreSQL on Windows without installing it or leaving any data behind, there is a recipe, albeit a slightly complex one, for running PostgreSQL from its .zipped archive distribution. This is highly useful for testing on a desktop where software installations are restricted, or where you want to confine your PostgreSQL work to a non-system or removable drive. A third-party project, PostgreSQL Portable, packages a standalone version of PostgreSQL for for the PortableApps application launcher. Unfortunately, it has not been updated for any newer version of PostgreSQL since version 10.
Installing PostgreSQL on Linux
Linux distributions vary greatly in terms of how software is installed and maintained, with different package managers, package formats, and software-repository philosophies. PostgreSQL isn’t exempt from these differences, which can be a barrier to obtaining the latest version of the software on your platform.