install scala distribution

http://www.scala-lang.org/
Download Scala SDK archive for your specific platform, Scala API documentation and sample, unzip archives to the locations of your choice, and configure environment variables

Install the Scala distribution:
http://www.scala-lang.org/downloads

Unix Installation
-----------------

Untar the archive. All Scala tools are located in the "bin" directory.
Adding that directory to the PATH variable will make the Scala commands
directly accessible.

You may test the distribution by running the following commands:

$ ./bin/sbaz install scala-devel-docs
$ ./bin/scalac doc/scala-devel-docs/examples/sort.scala
$ ./bin/scala examples.sort
[6,2,8,5,1]
[1,2,5,6,8]
$ ./bin/scala
scala> examples.sort.main(null)
[6,2,8,5,1]
[1,2,5,6,8]
scala>:quit
$

IntelliJ scala setup

http://confluence.jetbrains.net/display/SCA/Getting+Started+with+IntelliJ+IDEA+Scala+Plugin

Scala emacs/ensime setup

http://jawher.net/2011/01/17/scala-development-environment-emacs-sbt-ensime/