Banshee is still in development and does not yet come with a proper installer. You will need to extract the downloaded files manually. The platform support is currently limited to Windows only, but more platforms are coming in near future.
Latest version:
- [Editor v0.3.0 (Windows x64)] (http://bearishsun.thalassa.feralhosting.com/Banshee_Win_x64_v0.3.0.zip)
Older versions:
- Check git release tags for links