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Installing PDE is quit easy. When you download the archive of the PDE distribution, uncompress the archive to a folder, for example, ~/elisp/pde, then put this to your ~/.emacs:
     (add-to-list 'load-path "~/elisp/pde/lisp")
     (load "pde-load")
   That is all what you need to do for a typical installation.
You can also use perl style installation:
     ./Build.PL
     ./Build test
     ./Build
     ./Build install
   Note that test before build, so perl can test whether have emacs in
PATH. The default place to install lisp files is
“$ENV{HOME}/.emacs.d/pde”. You can use option —elispdir tell
perl where to put the lisp files. Note that using this way to install,
you should put ~/elisp/pde to load-path. So you should add
following to .emacs:
     (add-to-list 'load-path "~/elisp/pde")
     (load "pde-load")