MySQL Workbench is available for all major operating systems -Windows, Linux, Mac- You can find the version for you operating system from here.
For windows: It uses the msi (Windows installer) to install packages. You only need to right click install and it starts.
For Linux: There are multiple .deb and .rpm packages for each distro available. For ubuntu installation through apt see here.
For Mac: Simply download the .dmg file. Then double-click the downloaded file.