Download RPGM at the presentation page, it requires an account given by your administrator. You may also get it through your local system of softwares management.
If you have RCode already installed with a pro account, you need to download RPGM and install it. Use the same account in RPGM.
Run the downloaded executable file and accept its execution.
The next step is to choose the installation folder.
RPGM is now installed, if you leave Run RPGM checked, RPGM starts.
Not yet on MAC OS.
Not yet on Linux.