There are packages for major platforms. You can install PGroonga easily.
There are separated documents for these platforms. And there is a document for building PGroonga from source.
Here are supported PostgreSQL versions:
If your PostgreSQL is older than them, you need to upgrade your PostgreSQL before you install PGroonga.
See a document for your platform in the followings:
32bit + PostgreSQL 9.5.7-1
64bit + PostgreSQL 9.5.7-1
32bit + PostgreSQL 9.6.3-2
64bit + PostgreSQL 9.6.3-2