Most of the following will be done using the terminal and most of the commands will run as root, so we will be using sudo a lot. You can also just download the tar ball, extract it and run the binary, however, I would not consider that installed but it has the benefit that you do not need to have root access.
And by install I mean having proper icons, a launcher and menu entries, just like any other application. Some people might not like the idea of having a script change something on their system, they can easily install Pale Moon manually. In a previous post I have shown how to install Pale Moon using pminstaller.