Here is a list of the required steps to properly install Drupal Console in your system.
1) Download the latest project version
2) Test the downloaded file is working properly
3) Move to a globally accessing path on your system and apply it executable permissions
4) Copy the provided configuration files to user home directory.
5) Take advantage of command autocomplete feature.
6) Update to the latest version.
That’s it, you sould have the DrupalConsole project installed and fully funcional on your system, make sure you ask any doubts or questions by commenting on this blog post.
UPDATE (2016-02-09): If you are interested in making your terminal look as the images on this blog post, you can take a look at this post on my personal blog Improve your shell using fish and oh my fish