Hello and welcome to the forums!
Basically Nexuiz should just work if you download the zipped 2.4.2 release from the website (
www.nexuiz.com), extract it to some place and then run the program from within the folder you extracted Nexuiz to. Depending on your operating system this might be nexuiz.exe for windows, nexuiz.app for MacOS and some nexuiz-linux-*** files that can be run from linux.
Regarding the updates, there is a new release (2.5) which is currently in beta but will be released as next stable version very soon. You might want to get the latest beta instead the 2.4.2 from
http://emptyset.endoftheinternet.org/~r ... iz/builds/, where you can download the NEWEST.zip and extract it to some place on your computer.
Note that there is also a sdl version of the binary for each operating system, if the "normal" one doesn't work for you you can also try out that one.
Also make sure that you have installed up to date drivers for your graphics board, since proper OpenGL support seems to be an issue for older drivers, especially with ATI/AMD boards.
Have fun!