It isn't really a matter of installing it. I have several IDE versions on my Ubuntu box. I unpack them in /Downloads and they each end up in a directory "/Downloads/arduino-1.x.x".
Then I use Nautilus and navigate to that directory and right click on the arduino file located there and select "Make link". You can't move that script to your desktop, but you can move the link to your desktop and it will run from there. I rename that link to the arduino version, like "arduino-1.6.3" to identify which versions I have on my desktop.