Downloads
There are installation packages available for Linux and Windows:
Both installers will configure the server to start automatically when your computer boots.
There is also a separate portable version that makes no changes to your system, and will not automatically boot the server:
This variant works on any operating system, so long as Java is installed. To run it,
extract the package contents and double-click on Server.jar. If any firewall notices appear, click
Allow.
If the mouse cursor disappears while using this version on Ubuntu, consider switching to the installer. It contains a script that fixes the problem during installation. Alternatively, you can fix it yourself using the method described in this thread.