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.
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).
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.