Linux is probably the easiest platform to get started on, so this section just ties together some of the information already in other sections of the documentation.
32 bit binaries may be obtained here. Haxe is also available in the Ubuntu Universe repository, but may not be the latest version.
Follow the instructions in the Download section.
Many IDEs and text editors on Linux come with Haxe support, including Editra, emacs, Geany, gedit, jEdit, Kate, kdevelop, Komodo, UltraEdit, and even Vim.
All command line examples in the documentation should work unchanged.