Download it
$ curl -O https://raw.githubusercontent.com/wp-cli/builds/gh-pages/phar/wp-cli.phar
Check if it works
$ php wp-cli.phar --info
Change so we can just use wp to get it working
$ chmod +x wp-cli.phar
$ sudo mv wp-cli.phar /usr/local/bin/wp
If you did things correctly, this next command will spit out php info
$ wp --info