Commands for installing ffmpeg on common operating systems.

Installing FFmpeg in Windows

Download a static build from here.
Use 7-Zip to unpack it in the folder of your choice.
Open a command prompt with administrator's rights.
NOTE: Use CMD.exe, do not use Powershell! The syntax for accessing environment variables is different from the command shown in Step 4 - running it in Powershell will overwrite your System PATH with a bad value.
Run the command (see note below; in Win7 and Win10, you might want to use the Environmental Variables area of the Windows Control Panel to update PATH):
setx /M PATH "path\to\ffmpeg\bin;%PATH%"
Do not run setx if you have more than 1024 characters in your system PATH variable. See this post on SuperUser that discusses alternatives. Be sure to alter the command so that path\to reflects the folder path from your root to ffmpeg\bin.
(Here's another explanation with pictures.)

sudo add-apt-repository ppa:mc3man/trusty-media  
sudo apt-get update  
sudo apt-get install ffmpeg  
sudo apt-get install frei0r-plugins