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You can build parity from source following these instructions and this tutorial from Ethcore. You may too install binaries if your Linux distribution have such a package. Please visit the parity page on Ethcore to download binaries or a Docker image. Archlinux users will find two packages in the AUR repository. The build and installation should normally go smooth if your machine is up to date and correctly setup.
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Once the package is installed, run $ parity -v to check the installation went fine. The command shall return the installed version and the license.
Configuration
There is no man page but you can run $ partity --help to see a list of options and default settings. You will see that configuration settings are stored in the~/.parityfolder.
Key management
Geth
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Eth
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See also
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