After slogging through pages of someone else's experience to extract the info I needed, I figured I'd copy a condensed version for others. My instructions are based on Kubuntu/Ubuntu, so if you are using another distro, you'll have to find out what libraries it wants -- but the rest probably is the same.
Let me first explain that Xe emulates a number of rare/unusual old systems. The exciting one for me is that it brings the FM-Towns Marty in English to Linux and Windows. This means that after years of waiting, I can play the massively enhanced copies of the Ultima Series, including Ultima 6 with full speech, often by the very Origin people that the characters like Lord British were based on.
Anyway, you first go to xe-emulator.com and download Xe. I saved it to downloads and then expanded it so all the files went into xetemp to make it easy. Open up another window pointing to your home directory, and tell it to show you all files, but don't do anything more yet.
Now open up a terminal session, and "cd" to where you unpacked all the files, like
Now tell the terminal:
so you stay logged in as root and don't have to type "sudo" every line. (Wish I'd learned that a few months ago, instead of tonight!)
Copy these names (highlight, hit ctrl-c), because they're the libraries Xe will require in order for you to set it up:
build-essential libgtk2.0-dev libasound2-dev libxv-dev libxxf86vm1 libxxf86vm-dev
Type in the terminal:
then hit shift-insert to paste the library list, then enter.
Sit back or go get a soda/beer/milk/whatever you like, while the terminal scrolls lines past too quickly for most people to read as it (hopefully) installs everything you asked for.
Instruct the terminal (you should still be in xe's temporary directory):
If it says you're missing something, go search the web or Ubuntu forums for what library it's in. Otherwise, it's probably going to give you a bizarre error claiming you're not really logged in as root (even though you are) which means you have everything it needs!
Now, the simple part. Bring up those two file windows, one aimed at xetemp, the other your home (with hidden files showing). Your home should now have a folder called .xe -- find it (or create it, if it's not there), and go inside.
Copy everything from xetemp to the .xe folder; if it asks whether you want to over-write newer files, choose No.
Make sure that bios, modules, the rc in both windows have the same files. If the xe version is missing anything, copy it over from xetemp. Once you're sure you have everything in sync, you can probably safely delete the xetemp folder, especially if you still have the original file you downloaded.
Finally, go to the Games area in your main menu (or wherever you prefer; I used the desktop), and create a new shortcut for Xe. You'll have to find an icon you like on your own, but that's it -- the basic emulator is installed. I think we have to find BIOS files for each system we want to emulate, but at least the emulator is there and runs...you just need games! (HINT: One good place to start is finding SNESOrama on the web, and going into their forums.)
Now to figure out how to use the emulator...