Windows and Linux
Currently there are two ways for you to get FreeOrion.
You can download a precompiled (very out of date) version: for windows from here.
Alternatively, you can download and compile it on either Windows or Linux.
Mac Os X
All the Frameworks have to be put into the /Library/Framworks/ folder.
~Library/Frameworks or System/Library/Frameworks should work too...
In addition to the frameworks, libvorbis is also required. See the discussion page for information on how to install. Has been tested on Panther 10.3.5 and 10.3.7.