The EDS is made available as a noarch RPM. This allows you to manage your installation and perform upgrades in an automated fashion. Given that the EDS is entirely in "webspace", you can certainly choose to deploy it yourself (see the section on Other Platforms).
Installing via Yum
The strongly recommended approach is to take advantage of the Build Service's ability to act as a yum repository alongside your existing OS-supplied repository. Ths allows you to manage the Shibboleth packages in a standard way and pick up updates using a single command.
For Red Hat Enterprise, the CentOS team provides some usual material on using yum.
The root of the repository tree for Shibboleth can be found at http://download.opensuse.org/repositories/security://shibboleth/ with each supported OS in its own subdirectory. Each subdirectory is the root of a yum repository and contains a definition file named security:shibboleth.repo.
Installation varies by OS, but usually you just drop the definition file into a directory such as /etc/yum.repos.d. You can turn the repository on and off by adjusting the "enabled" property in the file, such as to prevent automated updates and maintain manual control. While enabled, the yum command will "see" the Shibboleth packages when you perform standard operations, and installing the EDS should require only a single command:
$ yum install shibboleth-embedded-ds
Installing Manually
If you prefer to do things by hand, you can download the package from the repositories hosted on the Build Service at http://download.opensuse.org/repositories/security://shibboleth/.
Installation details.
The Installation places the files you will need to configure the EDS into /etc/shibboleth-ds.
It then configures the Apache webserver to serve the EDS files (including the ones you use to configure) as:
/shibboleth-ds/idpselect_config.js
/shibboleth-ds/idpselect.js
/shibboleth-ds/idpselect.css
/shibboleth-ds/index.html used for testing