Laravel 4 uses Composer to manage its dependencies. You can install Composer by following the instructions at http://getcomposer.org/doc/00-intro.md#installation-nix.
Once you have Composer working, make a new directory or navigation to an existing directory and install Laravel 4 with the following command:
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composer create-project laravel/laravel ./ --prefer-dist
If you chose not to install Composer globally (though you really should), then the command you use should resemble the following:
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php composer.phar create-project laravel/laravel ./ --prefer-dist
Both of these commands will start the process of installing Laravel 4. There are many dependencies to be sourced and downloaded; so this process may take some time to finish.