Executable versions of Octave for GNU/Linux systems are provided by the individual distributions. Distributions known to package Octave include:Debian, Fedora, Gentoo, and SuSE. These packages are created by volunteers. The delay between an Octave source release and the availability of a package for a particular GNU/Linux distribution varies. The Octave project has no control over that process.
Executable versions of Octave for BSD systems are provided by the individual distributions. Both FreeBSD and OpenBSD have Octave packages. These packages are created by volunteers. The delay between an Octave source release and the availability of a package for a particular GNU/Linux distribution varies. The Octave project has no control over that process.
The Wiki has some instructions for installing Octave on OS X systems.
There is an Octave package for Cygwin.
The Wiki has some instructions for installing Octave on Windows systems.
The latest released version of Octave is always available fromftp://ftp.gnu.org/gnu/octave.
If you are interested in working with the latest version of the Octave sources, check out the resources for developers.