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First, install Docker version 1.3 or greater.
If you're on OS X, you can use the OS X installer. You'll also need to set an environment variable to point at the Boot2Docker virtual machine:
$ export DOCKER_HOST=tcp://`boot2docker ip`:2375
If you want this to persist across shell sessions, you can add it to your ~/.bashrc file.
There are also guides for Ubuntu and other platforms in Docker’s documentation.
Next, install Fig:
curl -L https://github.com/docker/fig/releases/download/0.5.2/fig-`uname -s`-`uname -m` > /usr/local/bin/fig; chmod +x /usr/local/bin/fig
Releases are available for OS X and 64-bit Linux. Fig is also available as a Python package if you're on another platform (or if you prefer that sort of thing):
$ sudo pip install -U fig
That should be all you need! Run fig --version to see if it worked.