Unless your Linux distribution offers a package for PyCharm, you have to download a tar.gz from JetBrains' website, unpack it, and then run the PyCharm.sh script. There is no installer; PyCharm launches directly.

Since you are likely using a Desktop environment (PyCharm being a graphical IDE), you may want want a convenient Desktop launcher to avoid opening a shell just for that. Well, the folks at JetBrains already provide this option, but it is a bit hidden. Start Pycharm, then on the menu bar, go to Tools > Create Desktop Entry..., and that's it! This will create the file jetbrains-pycharm.desktop either in ~/.local/share/applications or on /usr/share/applications if you selected "Create the entry for all users". Your Desktop environment should pick it up automatically and display it on you list of applications.

Happy coding!