When using PHP >= 4.3.0, the PEAR Package Manager is already installed unless one has used the ./configure option --without-pear.
For all versions prior to 4.3.0 or if you want to re-install the Package Manager, you can use the following provisional way:
$ lynx -source http://go-pear.org/ | php
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Note: Some Linux distributions (e.g. Redhat) seem to be using links instead of lynx as the name for their command line browser. If this is the case for you, you need to change the above line correspondingly.
After you have downloaded and installed PHP, you have to manually execute the batch file located in e.g. c:\php\go-pear.bat. The setup will ask you some questions and afterwards the PEAR Package Manager will be installed in the path, which you have specific during installation. Finally you have to add that installation path to your PATH environment (Start > Control Panel > System > Environment). After that you can access the PEAR Package Manager by running the command pear in a Windows Command Prompt.
To update your PEAR installation from go-pear.org, request http://go-pear.org/ in your browser and save the output to a local file go-pear.php. You can then run
php go-pear.php
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If you are running your site at a web hosting provider with no direct access to the server (via local logins, Telnet or SSH), you can't use the PEAR Package Manager. If you are customer of a smart web hosting company, the chances are very well that the most commonly used PEAR packages are already installed on the machine that is hosting your site. If that is not the case or if you need additional packages, you should contact your provider and ask them nicely to install the package. If they refuse to do so, you can either look for a new web hosting company or you can install the package manually.