You can install GitHub CLI in quite a few ways, I will be going over each OS in this article.
Windows
WinGet
winget install gh
scoop
scoop install gh
Chocolatey
choco install gh
MSI file
You can download the compiled MSI file from the releases page.
Linux
(Debian/Ubuntu) apt
sudo apt-key adv --keyserver keyserver.ubuntu.com --recv-key C99B11DEB97541F0
sudo apt-add-repository https://cli.github.com/packages
sudo apt update
sudo apt install gh
(Fedora, CentOS, Red Hat Enterprise Linux) dnf
sudo dnf config-manager --add-repo https://cli.github.com/packages/rpm/gh-cli.repo
sudo dnf install gh
(openSUSE Linux) zypper
sudo zypper addrepo https://cli.github.com/packages/rpm/gh-cli.repo
sudo zypper ref
sudo zypper install gh
(Arch Linux) pacman
sudo pacman -S github-cli
(Android) Termux
pkg install gh
(Gentoo Linux) emerge
emerge -av github-cli
(Kiss Linux) kiss
kiss b github-cli && kiss i github-cli
snap
sudo snap install --edge gh && snap connect gh:ssh-keys
(Nix/NixOS) nix
nix-env -iA nixos.gitAndTools.gh