Nray is written in Go and care was taken to select only dependencies that also fulfill this requirement. This allows to build completely static binaries that do not require any runtime dependencies. Furthermore, nray is designed for running as unprivileged user. Since Go supports a wide range of operating systems and architectures, it is possible to run nray on nearly any system with least user rights - the perfect solution to gain insight even into highly separated networks.
To sum it up: It is not required to install nray and it is supposed to run anywhere. Just drop and run the binary! There are prebuilt releases as well as instructions on building your own.
Once you obtained a binary for your environment, take a look at the usage section.