Before mining, you should decide if it is worth it or not for you. You have to decide this for yourself, based on your power costs and the hardware that you have available. There are many sites, such as [CryptoCompare](https://www.cryptocompare.com/mining/calculator/xmr)that allow you to enter your miner's speed and power draw, and it will show you the profit (or loss) per week/month.
The XMRig developer provides pre-built binaries for Windows users. They are available on the [GitHub release page](https://github.com/xmrig/xmrig/releases/latest).
The XMRig developer provides pre-built binaries for Ubuntu Bionic (18.04) and Focal (20.04). They may work on other Ubuntu versions, and on other distributions, but this is not guaranteed.
Scroll down to 'Assets' until you see the correct version for your system. Download this file, extract the archive somewhere memorable, like your desktop.
Binaries are available for multiple distributions and operative systems, but you can also build the miner by yourself. Take a loot at [XMrig's docs](https://xmrig.com/docs/miner)
Choosing a larger pool means that you will see more frequent (but smaller) payouts, but choosing a smaller pools helps keep the network decentralised. [Miners will not lose any revenue by mining on a smaller pool](https://redd.it/g6uh2l).
Windows users can double click on xmrig.exe. Users of other operating systems should `cd` into the directory that contains XMRig and then type `./xmrig` and press return.