depends on your distro.
an internet search like "debian jellyfin install" should point you into the right direction.

if in doubt or having trouble: there's a friendly linux community around the corner.

The official documentation has some guides on setting it up in a few different ways, although they assume the user is decently familiar with Linux/terminal commands and such. There might be some more beginner-friendly guides out there, though.

https://jellyfin.org/docs/general/installation/container/

I switched from Plex to Jellyfin a while back and I've been very happy with it.