Mercurial
You need to install the Mercurial version control software. The easiest is to install it through the Ubuntu repositories. If using pip (see PythonResources#Install_Python), 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.