It's possible to install Recalbox on several devices, while the most well-known is the Raspberry Pi (0, 1, 2, 3 and 3B+), Recalbox is also compatible with the Odroid C2 and Odroid XU4, as well as several 32 and 64 bits computers.
The first step is to download the corresponding .img.xz file on archive.recalbox.com, it's important to note that this link does not give away older Recalbox images.
By using a program called balenaEtcher, you can flash the image file to the desired drive (a microSD card for exemple), the program is straightforward : you select the image, you select the correct drive, and you flash.
Once the operation is done, you can eject the drive, plug it into the device you want Recalbox to use, and start it up, you should see it booting properly.
Recalbox comes with a few homebrew games for several systems, it would be wise to try them out to see if everything is working as intended before going deeper.