Using the Drupal Console Installer
You can install the Drupal Console locally by running the installer in your project directory, the installer will take care of downloading the necesary files to run drupal console on you computer.
Using curl:
$ curl https://drupalconsole.com/installer -L -o drupal.phar
Or if you don't have curl:
$ php -r "readfile('https://drupalconsole.com/installer');" > drupal.phar
You can now execute using:
$ php drupal.phar
You can place this file anywhere you wish. If you put it in your PATH, you can access it globally. On unixy systems you can even make it executable and invoke it without php.
Access from anywhere on your system
$ mv drupal.phar /usr/local/bin/drupal
Apply executable permissions on the downloaded file:
$ chmod +x /usr/local/bin/drupal
You can now execute using:
$ drupal
NOTE: The name drupal
is just an alias you can name it anything you like.