See the Agda wiki
Agda is best used with the emacs mode - both are installed by
sudo apt-get install agda-mode
The Ubuntu package description.
Currently (2015-02-25) Ubuntu 14.10 comes with Agda-2.4.0.2.
First Install Haskell, then
sudo cabal install agda
will build and install Agda from source.
https://hackage.haskell.org/package/Agda
Currently (2015-02-25) Hackage comes with Agda-2.4.2.2.