REBOL/Core does not come with an installer. It's a simple executable file which starts the Console when you execute it. When it's started, you can start writing and running REBOL scripts.
REBOL/View for Windows comes with an installer which allows you to optionally install REBOL/View. If you choose to install REBOL/View, it adds registry entries that allows you to run REBOL scripts directly by doubleclicking them in Explorer or a different file manager.
If you choose not to install REBOL/View, you can run scripts through the Viewtop or the console, you can even add the registry entries manually, if you prefer.
REBOL/View for Linux does not have an official installer like on Windows. There are installers made by fans that you can use at this site: http://www.maxvessi.net/rebsite/linux/ , remember to reboot your PC in order to initialize new fonts.
Instead, official REBOL comes in a compressed archive, which can be opened using "tar" at a command line or using a graphical program like Xarchiver or File-Roller. Once extracted, REBOL/View can be run from the console just like REBOL/Core.
REBOL for Linux has some library dependencies, which can be determined by doing an "ldd rebol" in the console. For REBOL/Core, these are typically the C library, the math library, and the linker - all Linux systems should include these, so no additional software should be necessary for REBOL/Core beyond a base installation.
REBOL/View has more dependencies, since it is dependent on Xorg to display graphics. These dependencies should be present on most modern Linux systems. The list of dependencies for REBOL/View is long, but some distributions separate Xorg into many pieces, such as Arch Linux and Gentoo; make sure that all needed libraries are installed before running REBOL/View.
REBOL for MacOSX requires MacOSX Jaguar to run.