The latest guile snapshot, guile-r0, can be obtained by anonymous ftp from
ftp://nis-ftp.lanl.gov/pub/users/rosalia/
As I write this (May 1996), the current version is
guile-r0.3.tar.gz.
You can unbundle and compile it with
gzcat guile-r0.3.tar.gz | tar xvf - ./configure --prefix=your-prefix-path make make install
When you configure you might want to enable internationalization features, or threads, which you can do with
./configure --prefix=your-prefix-path --enable-i18n --with-threads
You can read the `INSTALL' document if any of these steps fail, or if you are curious. You should also check out section Bug reports and hackarounds for various Guile releases to know some of the problem reports on Guile.
Once you have installed Guile, you will have some binaries, C libraries, scheme libraries, Tcl/Tk libraries in your directory tree. What should you do now?