The assumption is that Appium comes with not-so-tiny documentation, so users are not really left alone. However, it is not so straightforward to set up Appium to work on a Windows or Mac machine (did not try on Unix so far).
In my experience, instead of installing the GUI-based application, it is much better to install the command-line application (which is released more often). Also beware [sudo], as Appium will surely bite you back late in time if you installed it as a [superuser] (this is probably the clearest point in the documentation).