You have two options...
Download the current cc65 source code and unzip it to a path of your choice. Change the current working directory to the 'cc65-master' subdirectory of that path and enter 'make'. This builds both the cc65 binaries (located in the 'bin' subdirectory) and the cc65 libraries. Now cc65 is fully functional without further steps.
If you want to be able to run the cc65 binaries without providing their path you may additionally enter 'sudo make avail'. This creates symbolic links to the binaries in '/usr/local/bin'.
Download pre-built packages for RPM based systems (OpenSUSE) or DEB based systems (Debian) from the openSUSE Build Service download page for cc65.
Note: If you have used cc65 before then you need to make sure to remove all environment variables related to cc65 (like CC65_HOME).
Download the current cc65 source code and unzip it to a path of your choice that doesn't contain spaces (let's presume 'c:\cc65' here). Download the 'Make for Windows' binary and its dependencies and unzip them both to the same path of your choice (let's presume 'c:\cc65\gnu' here). Now you have two options...
Build the cc65 binaries using Microsoft Visual C++ 2010 Express:
Open a 'Visual Studio Command Prompt (2010)', change the current
working directory to 'c:\cc65\cc65-master' and enter
'c:\cc65\gnu\bin\make'. This builds both the cc65 binaries
(located in 'c:\cc65\cc65-master\bin') and the cc65 libraries.
Now cc65 is fully functional without further steps.
Note: If you receive an error message complaining about a permission denied then you need to run the Visual Studio Command Prompt as administrator.
Use prebuilt cc65 binaries:
Download the
latest cc65 binaries for Microsoft Windows and unzip the them to
'c:\cc65\cc65-master'. Rename the directory 'c:\cc65\cc65-master\drop'
to 'c:\cc65\cc65-master\bin'. Open a Command Prompt, change the
current working directory to 'c:\cc65\cc65-master' and enter
'c:\cc65\gnu\bin\make lib'. This builds the cc65 libraries. Now
cc65 is fully functional without further steps.
Note: If you receive an error message complaining about 'MSVCR100.dll' missing then you need to install the Microsoft Visual C++ 2010 SP1 Redistributable Package (x86).
If you want to be able to run the cc65 binaries without providing their path you may additionally add 'c:\cc65\cc65-master\bin' to your 'Path' environment variable.