Each distribution of Linux has a custom install program. Some are text-based, some are graphical. All can install from a CD. Some can install from floppy disks or over a network. Despite the differences, all Linux installs must complete the same basic steps:
All Linux install programs run under a Linux kernel. Generally this kernel is loaded immediately from a boot CD. In some cases, it can be loaded from floppy disk instead.
Every distribution needs space on a hard disk to store its files. Generally this space cannot be shared with other operating systems, like Windows (although often there are ways to read Linux files from Windows and Windows files from Linux). The process of creating this space is called partitioning. For most Linux installs, you will need a minimum of 2 gigabytes of space devoted to Linux partitions.
If your hard drive already has data on it, it will need to be moved to make room for new Linux partitions. Depending on the kinds of partitions already on your hard disk, a free software program like parted may be able to move and resize the current partitions to make room for new ones. Some partitions are difficult to resize, and may require a commercial program like PartitionMagic. No special software is needed if you intend to delete your old data and go ``completely Linux'' or if you are willing to re-install your other operating systems.
Linux systems come with lots of software. For example, the current Debian distribution ships with over 8000 packages (ready-to-install programs). Installers vary in the amount of information they require at this step. Some ask for your preferences in great detail, while others ask only a few simple questions.
The installer also takes care of detecting your hardware (like your sound card and video card) and setting up your network. This is another area where installers differ greatly. Some have elaborate automatic detection, and others prompt you to specify everything.
Once everything is installed and set up, the installer will re-write the master boot record of your hard disk so that Linux can boot automatically when you start the computer. The Linux bootloaders are smart enough to boot other operating systems as well, so you can still load Windows if it is on your hard drive (a setup like this is referred to as dual-boot).