I want to work with APL programming language, I have searched for hours and I couldn't figure out how to install it, the only useful stuff I found was the APL keyboard and such a mentioned here. So my question is, how can I properly install it?
tryapl.org uses Dyalog APL, so I will assume you're interested in getting a licence, downloading and installing that. The licenses for personal use of Dyalog APL are free, so you need to apply for personal, non-commercial license using the form on their website. Following that, you'll get an email with instructions for download & installaton :-)
P.S: Dyalog is available for Windows, Linux and Mac OS.