More detailed information may be found here:

https://docs.influxdata.com/telegraf/v1.18/introduction/installation/

Basic installation examples:

wget <https://dl.influxdata.com/telegraf/releases/telegraf-1.19.0_windows_amd64.zip> -UseBasicParsing -OutFile telegraf-1.19.0_windows_amd64.zip
Expand-Archive .\\telegraf-1.19.0_windows_amd64.zip -DestinationPath 'C:\\Program Files\\InfluxData\\telegraf\\
wget <https://dl.influxdata.com/telegraf/releases/telegraf_1.19.0-1_amd64.deb>
sudo dpkg -i telegraf_1.19.0-1_amd64.deb
telegraf --config your_linux_telegraf_config.conf

To install Brew open a Terminal and paste code below (make sure you have root rights):

/bin/bash -c "$(curl -fsSL <https://raw.githubusercontent.com/Homebrew/install/HEAD/install.sh>)"

Afterwards install and run the Telegraf:

brew update
brew install telegraf
telegraf --config /path/to/your_linux_telegraf_config.conf