Installing Aegir
Because Aegir is a powerful system that requires some low-level management or configuration of your server, there are a few steps to complete the installation that go beyond what you'd normally be required to do to install a standard Drupal site.
For the same reason, Aegir doesn't support being run on a shared hosting environment where much of those low-level systems and tools are unavailable. Consult the System requirements to ensure you meet the necessary requirements for installing Aegir.
INSTALL.txt
Each release of Aegir contains an INSTALL.txt, which is the canonical source of installation instructions. It is kept in each release so that it may be versioned, as some installation steps may differ between releases.
The INSTALL.txt contains instructions tailored towards Debian or Debian-based systems such as Ubuntu. However, there are HINTS_(os).txt files located alongside the INSTALL.txt specific to various operating systems or Linux distributions that require diverging from the main instructions.
It is recommended that you follow the INSTALL.txt, and refer to the relevant HINTS file if necessary.
The INSTALL.txt deals with satisfying system-level dependencies (such as LAMP/LEMP and other components) required for running Aegir, as well as setting up a system 'aegir' account on your server, which is tasked with performing much of Aegir's functions under the hood.
It also prepares the relevant LAMP or LEMP components for including the necessary Aegir-managed configuration areas (such as where vhost files are stored, listening on the appropriate network interfaces, and so on).
install.sh
Finally, the INSTALL.txt instructs you to download and run a shell script called 'install.sh.txt', which is a platform-agnostic script that performs the installation and configuration of the actual Aegir components.
At the completion of the script, a one-time login link is printed allowing you to login to your Aegir frontend for the first time. A welcome e-mail containing the same one-time login link is sent to the e-mail address of the main user account.