An index of all currently-available open-source versions of Saxon is on the download page at SourceForge
For the commercial versions of Saxon, please follow the download links from http://www.saxonica.com/
Installation of Saxon simply involves unzipping the supplied download file into a suitable directory. The procedure is the same for the Basic product and the Schema-Aware product.
One of the files that will be created in this directory is the principal JAR file. This is saxon9he.jar, saxon9pe.jar, or saxon9ee.jar depending on which Saxon edition you are using.
There are some additional JAR files to support optional features such as the SQL interface. When running Saxon, the principal JAR file should be on the class path. The class path is normally represented by an environment variable named CLASSPATH: see your Java documentation for details. Note that the JAR file itself (not the directory that contains it) should be named on the class path.
