Mercurial
You need to install the Mercurial version control software. The easiest is to install it through the Ubuntu repositories. If using pip, Mercurial can then be installed and updated through sudo pip install mercurial --upgrade.
On Windows, the TortoiseHg software is recommended since it has a graphical user interface integrated in the Windows explorer (although the preferred way to interact will be the command line).
You should configure Mercurial using its configuration file called ~/.hgrc (Mercurial.ini in Document and Setting/[username] on Windows). Here is an example to adapt to your needs:
[ui] username = Nicolas Saunier <email_adress> [extensions] hgext.graphlog = [paths] trafficintelligence = https://Nicolas@bitbucket.org/Nicolas/trafficintelligence
You are advised to follow the very good introduction and tutorial on the Mercurial website, and see the rest of the documentation, including the freely available online book.