The linux download should work on most distributions as long as they are 64 bit. In case it should not work you can either build it yourself or use docker.
After download make sure to run
chmod +x mg
Window executable are inside the zip file. If you do not whether your windows is 32 or 64 bit download the x86 witch should work in both win 32 bit as well as win 64 bit.
You can use Docker to run mg. The docker image is here.