Most distributions ship Kdenlive packages.
Check our documentation if you want do get a newer version of Kdenlive or compile manually:
The distro-specific information below is likely out of date.
Most linux distributions provide recent binary packages of Kdenlive that can be installed from your Package Manager. However, in some cases you can find more recent versions in private repositories.
Click on your distribution to get more infos:
Debian Fedora Gentoo OpenSUSE Slackware Ubuntu
Check the instructions: FreeBSD install