I haven't used it for a while, freebsd (linuxalator enabled) then goto caido web download page, download linux cli tgz file. It has only one file, "caido-cli". You dont need to be root/sudo .When you run it, it should open in browser and the rest is explained on caido help page.
It should only give you an error message when you start 'caido-cli' command if /compat/linux or something similar is not setuped.
When there is a new update, just download newer caido-cli version and overwrite old file.