Download a recent source tarball from http://www.selenic.com/mercurial/download.
gzip -dc mercurial-MYVERSION.tar.gz | tar xf -
cd mercurial-MYVERSION python setup.py install --force --home=$HOME
You will probably need to set the
environment variable so that the Mercurial executable can find
the rest of the Mercurial packages. For example, on my laptop,
I have set it to
exact path that you will need to use depends on how Python was
built for your system, but should be easy to figure out. If
you're uncertain, look through the output of the installer
script above, and see where the contents of the
mercurial directory were installed to.
Building and installing Mercurial on Windows requires a variety of tools, a fair amount of technical knowledge, and considerable patience. I very much do not recommend this route if you are a “casual user”. Unless you intend to hack on Mercurial, I strongly suggest that you use a binary package instead.
If you are intent on building Mercurial from source on Windows, follow the “hard way” directions on the Mercurial wiki at http://www.selenic.com/mercurial/wiki/index.cgi/WindowsInstall, and expect the process to involve a lot of fiddly work.