The following way of installing FeynCalc on Linux is the most useful one if you are working on the source code or just want to try out every new feature from the repository.
Switch to the directory where Mathematica keeps its packages
cd ~/.Mathematica/Applications
Clone the repository
git clone https://github.com/FeynCalc/feyncalc.git
Create a symlink to FeynCalc
ln -s feyncalc/FeynCalc FeynCalc
Activate the documentation
./feyncalc/use_documentation.sh
To load FeynCalc 9 or newer run
<<FeynCalc`