To install GRR from source you first need to make sure you have the necessary dependencies. The easy way to get them is to install them as packages using the quickstart script like this:
git clone https://github.com/google/grr.git
cd grr
sudo bash scripts/install_script_ubuntu.sh -dy
The hard way is to do it all from scratch using the server from scratch instructions.
Once you have the dependencies, install GRR itself and follow any further instructions from the script:
sudo bash scripts/install_server_from_src.sh