Haxe is in the official Ubuntu repositories, but the version is sometimes out of date. (At the time of writing, the official repositories only contain haxe 2.07, while 2.09 is the current release. For this reason we recomment using a ppa with the most recent version.

To do this:

Install haxe on Ubuntu:

sudo add-apt-repository ppa:eyecreate/haxe
sudo apt-get update
sudo apt-get install haxe 

This will add Kevin W's PPA so you can install his up-to-date haxe package, update your list to include his PPA, and then install the latest version of haxe.

If this is the first time you've installed Haxe, you will also need to setup Haxelib. To do this:

sudo mkdir -p /usr/lib/haxe/lib
sudo haxelib setup

and choose the default options.

Using the version from the official repositories

sudo apt-get install haxe 
sudo mkdir -p /usr/lib/haxe/lib
sudo haxelib setup