Default installation

The first step is to install the Haskell Platform, if you don't already have it. Then it should be enough to simply run

 cabal install diagrams

By default this will give you diagrams-core (core data structures), diagrams-lib (standard library), diagrams-contrib (user-contributed modules), and diagrams-svg (native Haskell backend outputting SVG files).

The diagrams-rasterific backend is also fully-featured and can output various raster formats; if you run

 cabal install -frasterific diagrams

it will be installed as well.

There are also some very old installation instructions for the cairo backend; YMMV.