1. You just have to download and install the latest version from one of the various sources: http://www.pidgin.im/ or from www.filehippo.com.
(Most Linux distributions have this already preinstalled or you can install from your package manager.)
2. Lets setup your accounts. When you first start the program for the first time you should be greeted with a message like the one below.
3. Then you simply click on add and choose the protocol from the drop down menu that you want to add. Then just fill out your account information that pertains to that protocol and then click on save.
4. Then to add more accounts you can click on add from the start-up window if you still have it open or you can goto > Accounts > Manage Accounts then select add from the window that opens. Then just keep doing this until you have all of your accounts setup.
Have fun with pidgin it is truly a great messaging client I myself use it all the time. Pidgin makes it vary easy to manage many accounts in one simple environment.