The installation procedure is quite standard. DiagHam has been tested on different architectures with different OSes. AIX users please refer to this specific installation procedure.
First download the latest version here. Unpack the tarball package as usual
If no error happens, you can now compile the whole program with
make (use the -jx with x equal to the number of processors on your computers if x>1).
The compilation process is quite long, you can go and drink a coffee. Now you are back from the coffee machine, the compilation shall be over. If you go into the src/Program subdirectory and you shall find all the examples described in the documentation (and more).
If you encounter any problem during the installation stage please first refer to the faqs. If you did't find any answer there, you can contact one of the developers to do a bug report.